There's a common misconception that Stone Age humans lived in caves. I think we can thank Gary Larsen for perpetuating this delusion, but we've seen it a thousand times in movies, TV shows, even commercials. The fact of the matter is, cavemen never lived in caves.
Early humans did their living in crude tents and huts, while the caves we have today as relics of early art were only used for ritual ceremonies.
The fact that we think Stone Agers actually did live in caves probably comes from the fact that a lot of these early dwellings were built in the shelter of overhanging cliffs at the entrance of caves. Southern slopes were favored because they provided an ideal amount of sunlight.
Not living in caves--so easy, a caveman could do it.