This reactor was created naturally.
The evidence was found in Gabon, in Africa, by French nuclear scientists in 1972. Although it is the only case that has yet been found, the phenomenon had been predicted as early as 1956.
In that area there are naturally-occurring deposits of uranium, and in a few places it is concentrated enough to reach the critical mass that is needed to start a self-sustaining chain reaction. But it is not as simple as that. Nuclear chain reactions will only work properly if you can control the behaviour of the neutrons. As a uranium atoms split, they spit out high energy neutrons. High energy neutrons like this might hit another uranium atom but they effectively bounce off without making that atom split. The reaction is not sustained.
Perhaps counter-intuitively, the trick to make the reaction work properly is to slow down the neutrons. When slow neutrons hit another atom they are more likely to provoke it to split, producing more neutrons and propagating the reaction. So how do you slow down a neutron?
You use water, (or something containing a lot of hydrogen). You can think of it like this. If you imagine the neutron as a table tennis (ping pong) ball bouncing off a large steel ball, you would expect it to bounce back at almost the same speed and have no effect on the steel ball. However, if it hit another light ball like itself, it might impart as much as half its energy to the other, and slow down in the process. Neutrons and hydrogen nuclei have almost exactly the same mass, so the neutrons bounce around between the nuclei, slowing down more with each collision.
In this natural nuclear reactor, ground water managed to seep in and slow enough neutrons to get a chain reaction going. That reaction created heat and turned the water into steam, driving it out and stopping the reaction again until the temperature dropped enough for the water to run back in.
It is calculated that this would turn into a continuous cycle just three hours in length until the uranium was all consumed.
That's pretty surprising, isn't it!
Small note: You can read more detail here.