Kanai's Stomping Grounds can be reached via Kanai's Throneroom located on level two of the Ruins of Sescheron in Act III. This is available in Adventure Mode only.
Prior to 1 March 2016 Kanai's Throneroom served no purpose but on 1 March Kanai's spirit would rise from the throne and open a portal to what is a Secret Cow Level and the event Udder Cowlamity.