Well, first thing first, before you make your way to the caves, both Baelrick's mule and Thorbojorn will refuse to climb over the rubbles to get closer (both would probably risk breaking a leg going over it, and there's plenty of brush and grass outside for them to eat without risking a broken leg). If you want them to follow you, it will require an Influence or a Nature Lore check.
Concerning Baelrick's mule, there is also the problem of the cart which can't navigate the rubble, so if you want to go through with it, you'll have to push/lift it, which will be an Athletics check at -50%, but on which assistance is possible (see p.17).
As for Bean and Freyja, they'll follow you no problem.
Once you'll pass the wall, you'll find yourself in a canyon-like formation and you'll eventually reach the mouths of the caves, which will look like that (with the crumbling wall being several dozen meters off-map to the west).

OOC:
Also, @Unnaceptableusername, can you please post or link Arthur's picture in the Character Creation thread so I can make a counter for your characters. You're not in combat yet, but you'll probably get in one soon enough...