Caving is not a sport you do alone, period!
That being said just because you do not personally know anyone that caves does not mean you can not start caving yourself.
There are a number of caving organizations that you can join.
Here is a great link that provides a list of various groups and organizations that you can look into joining.
There are a variety of benefits for joining a group, one being simply to learn from other cavers.
It will also provide you with a great resource of people that know places that you can go caving and possible even have personal permission to get into places you otherwise would not be able to.