So what's inside the caves?
The caves are really monks cells, really small spaces carved on the rock. Don't think of them as natural huge caves with stalactites and so, but rather 5x5 carved cubes inside the rock, with all the walls painted (and the celings too) and some ocassional statue too.
You pass from one another by narrow steps on the rock walls.
Mogaokou - Practicalities
At any one time, around 50 caves are open to the general public, and access is only possible as part of a guided tour. Although the guide will have a flashlight, it is advisable to bring your own, but be prudent with its use - the frescos and pigments are damaged by light.
If you are referring to one of the specialist guide books, note that the cave numbering system has changed, which makes it all a little confusing.
The highlight for many fast-paced fleet-footed tour groups are the northern and southern Big Buddha caves, which, artistically are among the least interesting, so if you let your guide know that you are willing to skip these, you will have a lot more time to see some of the more interesting caves. Forget about seeing the caves depicting scenes of tantric sex: these are off-limits to all but the most serious of researchers. Cameras are not allowed in the caves; they have to be deposited at a locker-room near the ticket office, and this explains why there are none shown on these pages.
Further reviews cover the history of the caves in more detail, the Western explorers and Abbot Wang
Dunhuang is essentially a tourist city now. This is where Buddhism turns into a new kind of Han's people Buddhism.
There's a lot of Dunhuang's historical artifacts being taken away out of China in the early 1900s. As a result there are generous Dunhuang archaeological exhibits in many European museums. The British, Paris Louvre, Berlin, etc.
There's a lot more detailed historical stories about Dunhuang's ancient art and relics. You can find out more yourself especially if you are interested in Buddhism art and sculpture.
Some famous Silk Road art researchers/explorers/archeologists personalities to remember:
Chang Shu Hong,
Marc Aurel Stein(British), Paul Pelliot (Frnech), V le Coq (Gernman), Sven Hedin (Swedish)