To get to the trailhead take Old Stage Road (FDR 368) into the mountains/uphill for 5.7 miles to a sign for the Broadmoor Stables (at the crest of a gentle hill). Parking is available for several vehicles in a pull-out to the right of the road. The trail starts on the other side of the road from the parking area. It's located just before the Broadmoor Stable sign going up the hill and immediately veering left.
MacNeil Trail is located in National Forest lands except near the very top where Cloud Camp is. Watch for private property signs as you go up to the summit of The Horns. Cloud Camp is a super fancy resort on the northeast side of the summit, so you won't want to be caught trespassing there.
The trail's not very wide so you brush up against plants and tree branches and there is the occasional large root or log to hop over. MacNeil actually goes down at first for awhile and then has a consistent uphill grade. There are several places where you come around a bend and you get a really good view of The Horns, putting the whole trip into perspective. Along the way, you'll see some interesting things like an old pump engine and miles of rusted pipe going up to the old lodge (recently rebuilt as the Broadmoor Cloud Camp).
I've read in some places that Cheyenne Mountain is a triple crown mountain. Meaning there are three peaks to it. The peaks are the main summit Cheyenne Mountain, the antennae farm area (not sure what the name is), and The Horns (where this trail leads). When you're at the summit of The Horns the views are spectacular.