I've just got some rocks and cobbled together a cave for a future crayfish. The advice/instructions I was given was:
Give them a super scrubbing with water as hot as you can take (no detergents though) and when your done do a final rinse with boiling water. I used wire brush "grill cleaning" brush. Don't actually boil the rocks. If there's an air pocket in the rock you risk it expanding and exploding.
When the rock(s) is dry, splash some white vinegar on it and see it anything fizzes. Fizz means there's calcium or carbonate or something that you don't want in the tank and I was told not to use it. Make sure you rinse off the vinegar.
Finally, drop the rock in a bucket of water and leave it there. Test the PH after a couple days and again after a week. If there's a change in PH then keep in mind it will do the same to your tank and decide if you want to use it. It was also recommended to me to check ammonia, nitrites and nitrates as you may get the rare oddball rock that can leech these into the water. Better to find out now the pulling your hair out later.
I used aquarium safe silicone sealant to glue the rocks together. I let mine sit for 48hrs before testing to see if it would hold and it was, well... rock solid.
Also, there seem to be lots of people on the forums that can identify some rocks if you post a picture of it and give you an idea if its safe or not.