if you search on google for
DIY aquarium cave, you will come up with tons of results. most of which consist of taking a
PVC pipe and cutting it just a little bit, then covering it with aquarium safe silicone, then covering that with dry gravel. im not sure if this is the type of cave your looking for, but they look pretty nice if done correctly.
another method i saw was made using vinyl guttering, basically you rigged them to run long ways across the back of your tank, then attach them to each other covering the entire back of your tank. you cut holes in the guttering making different channels in the gutter, after you get it all finished, you silicone smallish pieces of lava rock to it.