I've created a small cave. Everything is complete except for the pieces needed to link it to the outside world. Where would I find these? I've searched the Green cave kit and can't find them.

The Bethesda tutorial series videos cover this very thing. They make a Nordic ruin and link it to the world. Go have a watch.

I found the piece I needed. I do know how to do the link that wasn't the problem. I needed the actual piece of the cave kit to make the transition