You can play another game or play the holo missions on the game 2 unlock more items. I believe you can unlock Sora when you do that. You can also play the game again, or watch the movies in theater mode.
Your question is not very clear but if you are talking about the mission that the description is "explore the cave of wonders" you have to insert the blue pearl that you collect from apu (the monkey)...
Story-wise, the game is now over. A cutscene plays, showing Riku defeating Roxas by releasing the darkness in Riku's heart. Congratulations. Gameplay-wise, there is still much to do. Collect all of...
kill all the tentaclaws then it will fall and just start wailin on it till it falls again, btw magic wont affect the leechegrave so save that for the tentaclaws