The correct option is
D Caves
Neanderthal man or Homo neanderthalensis is the extinct species of archaic humans in the genus Homo. They originated from Homo erectus in Africa but migrated to Eurasia. They lived during the ice age. They often took shelter from the ice, snow and unpleasant weather in Eurasia's plentiful limestone caves. Many of their fossils have been found in caves, Hence they are also called as Caveman. Thus Neanderthal man lived in cavesSo, the correct answer is 'Caves'.