Once you arrive at the cave you click on the kidnapped sim (Using the sim that kidnapped them) and perform different interactions:.Your sims will then arrive at the forgotten grotto cave and the kidnapped sim will be added to your household (If you don't have 8 sims already in your household).
To kidnap a sim click on them -> Life Tragedies -> Kidnap Sim To Cave.You can now kidnap other sims (Teens - Elders) for a ransom, or to keep them in your household as a kidnapped sim