Click that and see what a cave would look good as.
Basically you may use either Dungeon or Outland tilesets, i prefer dungeon 'cos it looks for dungeon-like.
Anyway, that's all you need for terrain now go straight to the doodad pallette and add things like stalectmites and craters. It is always a good-idea to add Fire (found in Cinematic) to the craters, it makes them look for dangerous.
Now, add dust also found in cinematic, it looks like some of the ceiling is falling down which is the kind of thing you would expect in a cave.
Now you've finished! Congratulations!
TIP: (as once suggested by Alexander in TLS thread) Caves look like caves more when you add the Underground Dome in.
My suggestion to that: if it is too small than make it larger in the doodad editor in the object editor.
Good luck all with your maps and enjoy the tutorial!