Where did cavemen sleep?

Well, during the different times (historically) but ironically, the name gives a straightforward answer. Indeed they slept in caves, natural occurring "caves," many were huge openings in mountains that the "cavemen" found shelter in because back in the time of cavemen, the only thing that mattered was survival, so the cave was indeed ideal for this. This was because the cave was rather warm and blocked bad weather- obviously the deeper in the cave you were, the less the weather got to you.