Cut a 1-inch thick sheet of polystyrene to the exact dimensions of one wall of your pet's cage. This will be the base of the rock wall. Cut smaller sections out of the 2-inch thick sheet of polystyrene. Adhere them to the base in patterns of your own design with your craft glue. These will the ridges and indentations in the rock wall.
Break off pieces of the polystyrene here and there once it has dried. Curve straight lines of the polystyrene by using your Exacto knife and curving the edges. Your goal is to eliminate all straight lines and right angles and make it look more realistic.
Pour two cups of thin pre-mixed tile mortar into a large paper cup. Technically you can use any color that you want, though gray works best for impersonating rock. Pour the tile mortar over your polystyrene structure, squeezing the mouth of the paper cup slightly to give you a more exact spout. Angle the polystyrene structure this way and that, so that the mortar goes into every crevice and covers it completely.
Tap a popsicle stick against the mortar as it is drying on the polystyrene structure. Use the popsicle stick to give texture to the mortar so that it resembles rock. Tap the drying mortar, creating grooves and an appearance of roughness.