Lawrence Welk cave is a talus cave, which means it's formed by the spaces between large boulders. Water has washed out the soil between the boulders and left some spaces that form the "cave".
Once you get to the boulders you have to slink between them to get into the cave, and a rope is useful to help you climb in and out. It's very claustrophobic and kind of scary getting into the cave, and you have dirt pouring down on you from above which is like being buried alive. After slinking down for a while you end up about 30 feet underground in some small caverns. In the caverns you'll find some graffiti from the local kids and an underground stream that flows through the cave, the same stream that washed out the soil between the boulders to form the cave.
The cave is a three dimensional maze and rather complex. Make sure you mark your way in so you can find your way out again. Kids have been lost in there before and had to be rescued, and as I said it's very tight and claustrophobic. I've been in there once before with a group of people and it was scary as hell, I certainly wouldn't want to go down there again. But if you're brave you can easily do it. Just don't go on your own and tell someone where you're going.
Also, if you continue to walk down the dirt road towards the bottom of the hill you'll see a giant boulder by the road, and in the overhang of that boulder you'll see some faint Indian petroglyphs on the rock face. It's well worth the slog up and down the hill to see them.
Anza Borrego Desert
Cuyamaca State Park