These are abandoned mineshafts. Inside them you will find chests with valuables in them, cobwebs (which are a pain because when you get caught in one you move very slowly eventually you'll become...
"How come?" is a way of asking why. It's more of a childish phrase. You hear children asking "How come the sky is blue?" or "How come I have to go to bed so early?" The answer to "How come" would be...