Can you make cave entrances or must you find?

[Original]

Question is in title. If it's the former, how?

[FTFMS]

You can't make a cave, but you still can build mine hole, which works pretty much like a cave. It's not that easy in terms of resources though. You will need ropes, glue, leather and hardened leather. Finding caves on the other hand is resource-free, so all you need is luck and a bit of wandering around. You'll see the entrance on minimap.