I've managed to find my way to the switching area, but he won't stay unless I feed him. But I haven't a clue how to do that. The Wiki tells me that I can either get him some Ghost meat from a couple of creatures that are supposed to spawn in or I can lock him in using the terminal. But neither of those options are occurring. I see no quest markers for the Ghost people I'm supposed to kill and there's no option for locking the door to the switch area on the terminal outside of it. So what am I supposed to do to trigger either of those events? Or is the quest just bugged somehow?

I can't say I'm all that crazy about Sierra Madre frankly. Most of the time I've been wandering about aimlessly, not having a clue what I'm supposed to do or where I'm supposed to go. Not to mention that I couldn't see a bloody thing until I turned off all the Image Space Modifiers in those areas. How are you supposed to blow away a speaker when you can't even see it in order to shoot at it? I certainly hope the other DLC are better than this one or it will be just the vanilla game from now on.

Have you tried speaking to Dog or God?

I recall having problems with Dog here too. But it's much easier to just deal with God.
Then you can have a conversation at the switches, where God will directly ask for two pieces of food, and you also have the option to lock him in the cage.

And Dead Money is definitely the most frustrating DLC. I found the others to be much more enjoyable.