Before anyone asks-i doubt that Themyscaria is supose to be a desert enviorment-people film a lot of movies in New Mexico these days, becuse it has both a fairly roboust film community and tax credit- a lot of films do there sets and greenscreen in new mexico(For Example the Avengers) and everything else in like new york or something. I suspect there going to put green cloth around it-but you know you do that last.
That said, i am a bit surprised they are building this much of a set. No matter what people think of Man of Steel one of the great elements of it was the krypton scenes looked-and that is obviously all 99% cgi. In situations like that you typically build that much of a set only if your main characters are going to interact with a lot of it. If there building this much i expect at least one extensive scene here that has a lot of action in it- and i am equally suprised they are doing that outside.