The Da-Chao Fire Cavern is an optional area that you can visit located on the Da Chao statue which can be found towards the rear of Wutai.
The only time you can visit this area and obtain all of the items is when you have obtained the Leviathan Scales during the Underwater Reactor sequence. If you missed picking up the Leviathan Scales before you jumped in the Shinra Sub there is no way to go back and get them.
You can pick up the following items in the Fire Cavern:
Dragoon Lance
Oritsuru
Steal as Well Materia
Check out the Da Chao Fire Cavern section for more details:
The map below shows the location of the Da Chao Fire Cavern (Wutai) on the World Map: