How do i find cavern entrances?
Already covered by Uzu. If you go to the 'Q' menu, then 's', all the caves you know about will be at the top of the list (they're in the order they are listed in the region pops export).
Can i get to hell without using fortress mode?(fortress mode is boring, yo)
Yes, just wander around the caverns until you find downward passages to level 3, then wander around 3 until you find a curious underground structure, fight through the respawning undead and take the sword. There is only one structure per world tile, so this may take a very, very long time.
Are there any catch all method of tracking up werewolves and vampires?
Weres: Ask for quests, follow 'Q' 'z' to the general area of the lair, then use the quest compass thing in the upper left to zero in on the lair. Look up one z-level (if there is one) and the lair hole (if it's not in the side of a slope) will show up as a blue-square-empty-space-below tile.
Vampires: Same thing, but Q z will point you to a hamlet/town. Once you're there, ask people for quests, they will tell you the general direction of the house the vampire is hiding in, use these to triangulate, find the flashing guy in the house, call him a night creature, kill him.
Is there anything fun to do in the wilderness? For me the only good about the wilderness is levelling up on defenseless animals, and a few interesting survival scenarios.
See if you can take down elephants bare-handed. Find the largest waterfall in the world, then try and chase fish off it. Find evil areas with evil dust clouds, observe their effects on animals and then attempt to weaponize the dust covering of objects. Giant lions and ogres (etc.) make for good fights. Find an island, swim to it, write your name with sharp rocks or animal skulls. Find a volcano and throw stuff in. Climb the highest mountain in the world.