The caves can only be accessed from the sea.
It is difficult to get to the area without a car.
This company does boat trips to the caves Armação da Pera..
https://www.facebook.com/algarvecaves
One can get buses from Lagos to Armação da Pera but they are not that frequent, especially at week-ends..
Check at the Bus Station in Lagos or at http://www.eva-bus.com/
