Unlined copper is used for certain aspects of candy making, but I don't know which offhand. Caramel rings a bell, and "saltwater toffee" as well, but if I don't trust my memory it's probably a good idea for you to doubt it as well.
As you know, unlined copper bowls are also used for beating egg whites. I recently read a more or less scientific study which seemed to show that egg whites beaten in copper actually do get a little extra volume (about 7%) and hold up a little better than whites beaten in stainless.
Aside from these two uses, it's not safe for general cooking and you shouldn't use it for the purpose. Copper is highly reactive, and not just around acids. In fact, it has a tendency to slightly acidify otherwise neutral foods. The Europeans, started prohibiting its use for regular cooking ages ago. I looked it up to write this post and the first reference I could find was Sweden prohibiting it for cooking army food sometime in the 18th Century.
Mexico being what it is, your cazo may have been intended for candy, for hanging in the kitchen as a decoration, for cooking (without regard to the health aspects), for cooking but the owner is expected to have it tinned, or just about anything else you can think of. Quien sabe?
If it's sufficiently well made for cooking (more than 1.5mm thick), you can have a high quality tin lining plated on by a copper tinning service. It's actually pretty reasonable, and most good tinners will remove the dents from damaged pans, as well as level and shine them. I'm not sure how many local copper tinners are still around -- but they're by no means impossible to find in big cities. I did a google search about a year ago and got a bunch of hits from various parts of the country -- almost all of whom will accept the pans by mail. Pricing is by formula (fraction of diameter x fraction of height) so you'll know in advance what you're going to pay.
PS. For those playing the home game, a cazo is a sauce pan.