The following is a customized excerpt from the walkthrough. It may be more helpful. I'm sure you'll find the cave once you find those steps.
Position yourself so you are standing with the metallic building, that looks like a forties diner, is off to your right. Turn back to your left, toward the tall black columns, and exit out between the columns to see the desert. Turn right and pan down to see a stairway, of sorts, cut into the rock. Descend the stairway and go right and forward where you see a cave in a black rock, with some kind of grayish looking all terrain vehicle parked inside.