You must be referring to the fence that extended north-east from the corner of the roundhouse. This may have been built to keep passengers from wandering into the turntable/roundhouse area from the depot.
Here's a photo of it before the fire. It is somewhat open with big gaps between horizontal slats. This may have been a snow fence, but I suspect the construction was either to allow people to see through it, to reduce wind load, or possibly just to reduce the amount of wood needed.
This one is after the fire, and the fence is more solid (from some of the DPL photos, it may have have had the slats with spaces farther to the left - that part may pre-date the fire, and the solid fence may be filling the gap where the wood stalls had been). The gaps probably had gates at one time.
I suspect that Kindig climbed this fence to get this photo from July 31, 1938:
I tried to duplicate it a few years ago, and even standing about 4 feet above the ground on a ladder holding the camera over my head, the closest I got was this:
From this blended composite, you can see that the background mountains are lined up, but the offset gets more substantial for objects closer to the camera. I doubt that Kindig brought such a large ladder with him, so the fence seems a logical vantage point.