From Italy:

Reach San Fedele d'Intelvi (CO) then go on to Orimento.

A very beatiful path departs from near the restaurant "Baita Orimento" and  carries to the entrance of the cave (50-60 minutes, 200m above)

 

From Switzerland:

Reach the train station of Capolago (CH) A cogwheel railway carries to the restaurant "Vetta". From here follow the path to the entrance of the cave  (15-20 minutes , 200m below) .