Mechanical-
ice wedging, temperature changes, roots, animal activity
It is physical changes that break down and/or cracks the rock.
Chemical-
oxydation, acid rain, hydration,...
Mechanical weathering is when rocks are worn away by physical action, eg: a river running past. Chemical weathering is when rocks are worn away by chemical action eg: acid rain.
Caves are formed by both chemical and mechanical weathering. Most caves are formed by dissolution of limestone, however, which is a form of chemical weathering.