What does a sinkhole mean?

I had heard that there was a sinkhole in a family members yard in an open area in the woods. I recentaly got back from a cave tour and I learned that the cave was found when a couple of kids found a sinkhole. Teh hloe had no water in it and I was wondering if it could possibly mean that there is a cave down there. They live neer Dayton Ohio and We are in the same region as the Ohio Caverns.