I had the same problem when I played that one. The good thing is, once you figure it out your pretty much set for the next three, as they are all pretty much the same map. (all the tomb ones anyway).
Whatever you do...DONT dispatch the goods before hand. That will set off the tomb robbers like mad!
The only place that I found to put it, with a minimum of walkng distance from rest of the city was just past the middle, where there is an opening straight to the rest of city.
Put a road up in there, and what I did was build a small block (worker block) right in the middle of the cliffs. Put a large empty square above it for the many construction camps you are going to need.
Keep in mind that you will need an SY half full of paint, half full of clay for the artisians camps. At least one SY completely full of lamps, about 3 worker camps (no more, they only carry lamps anyway), and this is one where the more stone craftsman and artisian guilds you build, the faster it gets done. twice as fast in fact, I've found.
I found that unless I had an SY full from the get go of building the monument, they didn't bring the lamps in. So have the SY of lamps set to get maximum, and to minimize time of lamp making, let them deliver the lamps to a closer SY near there work area. (keep them near the potters, and very close to an SY with imported oil..they take forevor otherwise).
Don't make the lampmakers' cartpushers have to walk all the way across the city, cuts way down on their productivity. Instead, let them make them at max effort and make your SY's do all the hauling work.
As for setting the monument, once you have necessary goods nearby, set the monument where the entire thing is in the cliffs, except the very front where the little one square is sticking out. To make sure the entire thing is green, and buildable, hit the letter 'M' on the keyboard. That allows the footprint to set, while you navigate the area to make sure coast is clear.
If is all green, including entrance square, hit the mouse. It should go.
Hope this helps!