Which set did this assembly came from?
Looks like a custom build, so no instructions. 

I'm basing this answer off two parts in the pic:


Part #6046 - Brown Bar 9 x 13 Grille, appears in six sets with this color, and none of the sets seem to have a sub-build of this prison. 




and


Part #2431px5 - Tile 1 x 4 with 'KEEP OUT' Pattern, appears in three sets with none of them resembling a hidden sub-build of this cage design.