yes there are caves in deserts
Yes, the desert is just one part of a large desert region covering much of the Australian continent. The Great Victoria and Tanami Deserts are two that are adjacent.
The heat would make any water (even hot geyser water) impossible. So no.
Emilio Marcos Palma (born January 7, 1978) was the first known person to be born on the continent of Antarctica.
No, it is too cold.