The mountain is a mostly natural rock monolith that reaches far into the enclouding above Dragaera. Seen from afar, the mountain resembles a crouching dzur. We know that at least some parts of Dzur Mountain were artificially constructed, especially the left "ear" of the dzur. It is partially volcanic in nature, having erupted at least once in the past.
Dzur Mountain contains many mechanisms that defend Dragaera from attacks by the Jenoine, and is the source of much of Sethra Lavode's power.
The mountain itself is a labyrinth of caves, tunnels, hallways, and also houses extensive dungeons in its lower levels, as well as stables.