When most people talk about "caveman paintings", it's sites like Tassili n'Ajjer they have in mind. Human civilization in the area dates back to the Neolithic era (about 11,000 to 3,000 years ago) when earliest humans showed the first traceable signs of agriculture. The paintings depict herding, farming, and battles, showing the early use of crude tools and weapons.
It's also the site of a lot of controversial theories from the New Age crowd. While the images are doubtless very crude and the product of people unstudied in representational art (because they freaking invented it on the spot), some people point to different-shaped figures as evidence that there were once giants, aliens, and other fantastic creatures.
Those interested in this view can check out this write-up asking "ETs stalking primitive tribesmen?". This is also the same site (and the same paintings) that inspired Terence McKenna (author of Food of the Gods series) and other authors to speculate that ancient peoples ate psychedelic mushrooms and talked to space aliens - not necessarily in that order.
The big story here is that there was once a grassy savanna where the Sahara desert now lies, and that there was a sudden leap in human progress ten thousand years ago when humans transitioned from hunter-gatherers to herder-farmers that gave them such luxurious living that they could afford the time to loll around drawing pictures on the rock. And, by the way, could incidentally have such a sense of community that they could choose sides in a war.