You would access this trail from the Overton Trail. The overton trailhead is close to the Go John trailhead. Once you take a short stroll on the Overton trail (about 0.4 miles) you will be able to access the Clay Mine trail. The scenery is pretty much the same as all the other trails in the Cave Creek Regional Park. Take a look at how things were in this area in the past. Which may be of interest is you can walk a little ways into the mine itself. Quite often they have moonlight hikes on the Clay Mine trail, however I've never gone on one. They give you a tour of the clay mine and go into it's history along with the history of other mines. The tour is given by a ranger and often lasts around 2 hours.
The train is about .8 miles one way and at the end you get to see a part of Arizona history and actually go a little ways into the mine. The first hill is probably the toughest and from there should be no problem at all. At the end you will see an old clay mine that has since been abandoned. There are also several abandoned mines on the Go John Trail so if this stuff interests you there is a lot to do there! The Clay Mine trail is a perfect warm up to get the blood flowing and ready to take on bigger tasks.
The Cave Creek park is a nice place to get out for the day and at times feel like not being in the city. It has about 11 miles of trails for hiking,mountain biking and horseback riding.
As always take enough water and don't be crazy! Hike this in the cooler months. Enjoy.
WARNING! Hiking and outdoor related sports can be dangerous. Be responsible and prepare for the trip. Study the area you are entering and plan accordingly. Dress for the current and unexpected weather changes. Take plenty of water. Never go alone. Make an itinerary with your plan(s), route(s), destination(s) and expected return time. Give your itinerary to trusted family and/or friends.