It's all about context, from which point of view you read the instruction, and what decisions you make for yourself as a practitioner having examined your mind.
When, motivated by renunciation and bodhichitta, and having ascertained the emptiness of self and phenomena we accomplish the aggregates of a highest yoga tantra deity (right now), there are no worldly amusements, only pure enjoyments. That's one way to retreat - into the cave of the tantric mandala of pure appearances and pure conceptions.
Or, perhaps he meant the cave of the indestructible drop at the center of the heart chakra.
We can try to restrain the doors of the senses, give our self some boundaries for what we will read, listen too, do etc. This is very helpful. And we can do short retreats where we live. Turn the phone off. Don't look at internet. Only read small sections of select Dharma books. Meet with nobody. Concentrate.
We can learn to use appearances to stimulate realizations of the lamrim so that when we set down to absorb inwards our mind is energized by virtue.
We can especially put great effort into gaining experience of emptiness. The union of appearance and emptiness is especially helpful so that the appearance of inherent existence itself reminds us of emptiness. This experience is very important to gain experience of so that we can combine the 8 signs of dissolution (in the truth body meditation of highest yoga tantra) with an experience of emptiness.
Meditating in the middle of the night around 3am or 4am when the electromagnetic field and sounds generated by the waking activities of many living beings is at rest.
Gaining experience of the nature of mind is also very helpful, as well as learning to do open-eyed meditation. These things give us an experience of looking through appearances so to speak, so that appearances become less solid and thereby have less impact.
The best cave though is the drop at the heart.
If we create a determination bridge with respect to isolated strict retreat, we will gradually gather the conditions to do this. Such a retreat is ideal. It is really the most ideal if we have prepared in some of the ways I already mentioned though. Strict solitary retreat amplifies and quickens the development of inner experience, without a doubt. If we don't have the opportunity yet, there is still hope, but you have to be really disciplined, otherwise not much progress will happen. Any bit of effort will bring fruit, but great effort and consistency bring it quicker, and isolated retreat can be like a rocket (especially isolated retreat in your heart..hint hint).