I do have a few tips about working with clay. I took a ceramics class back in college as an art elective, so I know a little about it.
Working with clay isn't as easy as it sounds. There's a lot of trial and error involved when you don't follow textbook procedures. Making a cave with bends and curves will be very tricky. Wet clay easily loses it's shape and needs to be well supported. Gravity always wins.
If the clay cave is too wet or has any unseen air pockets, it will crack/break/explode when it's fired in the kiln. The raw clay when you 1st get it will need to be fully wedged to remove any air voids from it. You'll need to google "wedging clay" to learn how it's done. There's some video's on Youtube I'm sure.
You'll also want to work with the clay in an clean dust free environment. If you have pets like dogs or cats, that could be a real problem. You'll want to cover the clay project with plastic each day when your done working with it, so that it doesn't dry out too quickly or get dirty. Wet clay is like a magnet for lint, hair, and dust particles.
The finished clay project will need to sit for about a week or two to air dry out. The drying out process should be done in some type of ventilated cabinet or box, where it won't be disturbed or contaminated.
There are two basic techniques I know that might work for building a cave type structure: Slab and Coil construction. There may be other methods out there that I don't know about.
With slab construction you use a rolling pin to flatten out the clay, then you wrap it around a form, wet the edges with slip (which is slurry paste made up of with water and clay), then pinch the seams together. Let it air dry a few days. Then remove the form.
With coil construction you roll out the clay with your hands until it forms a rope/snake, then build a coil upwards, while adding slip to the seams, and smoothing them out with fingers or tool. For bends and curves this might be a useful technique.
A mistake would be to take small chunks of clay and piecing them to together into the shape you want, where you'd leave small air voids between all the pieces. This would cause the project to fall apart when it's fired. The cave needs a strong foundation, which is why I'd recommend either the slab and coil construction techniques. The detail work is then built around that foundation. It takes lots of practice to learn how to do the detail work correctly. I've had many ceramic projects fail because I tried to add too much detail, which ended up falling apart in the kiln. There should be some videos on youtube that can help.