Not all the carved chambers had structures built in front of them. This one likely was accessed in some manner similar to to way we accessed it. (The National Park Service lets you go inside them.) There are a number of points along the cliff face that show evidence similar to what we'd seen at Tsankawi of the Ancient Pueblo habit of just clambering up the side of vertical cliffs.
The chamber here was one of the largest at the site, and the park service theorizes that this room served as a kiva. A kiva is a room archeologists believe was used mostly for religious purposes. I tend to think that archeologists are a little too quick to assign religious purposes to things that otherwise make no sense, but there's cultural evidence to support the interpretation that the structure eventually evolved to be ceremonial. Kivas are used today for spiritual purposes by people like the Hopi in the modern pueblos.
Kivas took a number of different forms at different sites, and often there were several different types of kivas within the same site. I took lots of pictures of former kivas.