It looks like a pcv pipe with rocks glued on it. It's an awesome idea, I just might steal it for my tank
. Get some 2 part epoxy, coat a piece of pipe with it, and then roll it in some river rock or sand, depending on the look you want. I'd leave bare the portion that was going to be buried. After the epoxy dries, brush any loose stones off, coat it again with epoxy, and roll it again, repeating coats until it was covered in the rocks or sand. Make sure it dries completely, and you have an instant cave.
I don't think I'd use black epoxy though, I'd look for some clear stuff.