Tinny, there is a DMV on Bell Rd right by Sun City West. It has a Surprise address.
Surprise MVD of Surprise, Arizona - MVD Office Location, Appointment Information and Hours of Operation at DMV.org: The Surprise MVD Made Simple
Go in with your bill of sale and tell them it is a replica of a 1965 Shelby cobra made by Superformance. Show them your build plate in the engine compartment. Don't volunteer any information unless asked. They may do a level 1 safety inspection. Belts, wipers, turn signals, lights. For the most part, they don't know what to do, so they fidget and call a supervisor who uses part of your build plate numbers as the vin.
I assume you have a current AZ drivers license.
AZ Bob