How are caves made?

By water, patiently. Rain picks up a little carbon dioxide as it falls and becomes slightly acidic, and that weak acid dissolves limestone a grain at a time, over thousands of years.

The water carries the stone away dissolved inside it and leaves the space behind. Where it drips from a ceiling it sets a little of that stone down again, building stalactites downward and stalagmites upward until, sometimes, they meet.