Cueva de la Menga and Cueva de la Viera are located next to each other on the left hand side of the road as you leave the Northern end of Antequera. There’s a big green sign on the road next to them.
There is a portacabin next to the sites which was manned when I was there. The person provided a leaflet with a map showing how to get to La Cueva de Romeral, which was helpful, as it is not quite so easy to find. They were also giving away some nice free posters when I was there.
Cueva de la Menga is impressive, and has obviously been located with the Los Enamorados hill face in full view of the entrance. Three massive stone menhirs support the roof, of which the centre one features a square cavity.