The cave itself was a secret chamber Voldemort used to hide the Horcrux. It's location is never explicitly revealed in the books, but we know it was somewhere in Albania, a remote and isolated region where Voldemort had hidden other Horcruxes.
While the precise location of the cave within Albania is never revealed, it's a detail that adds to the mystery and intrigue surrounding Voldemort's powerful magic and his quest for immortality.