You can paint holes in terrain if your landscape material is set up correctly - see here for documentation on the landscape visibility mask node and how to use it: Link
The package includes a bunch of entrance meshes for the modular base caves, or you could use some of the many rock meshes to hide the mesh seams. I think it’s going to depend on what kind of cave you want to build - the big cave meshes, in my experience, are best used as a canvas to decorate with lots of smaller rocks and wall pieces to shape the space the way you want it 