Just go in a straight line on the opposite side of the warp panel you came out of. You will get there :)
The cave is called Dragon Cave and it's situated in a lake behind the city the gym is in.
I think you made a fault with your spellling and games the gymleader from Saffron is in Olivine city in HeartGold and SoulSilver, But in Diamond and Pearl Jasmine, the gymleader from Olivine city is in Sunyshore city, She is on a journey...
The 5th Gym Leader inPokémon HeartGold is Chuck, he can be found in Cianwood City.
It is the route in Kanto, west of Saffron City and east of Celadon City
The city next to Celadon City is Saffron City
Sabrina, a phsycic type leader
Sabrina in saffron city
Sabrini. She is in saffron city.
The sixth gym leader,Sabrina, is in Saffron City.
saffron city (psychic type gym leader)
The 14 gym leader in heart gold is in Saffron City.
You go to saffron city
Mt. Mortar.
Sabrina.(psychic types)-Saffron city.
hoo nos
Defeat the gym leader in Saffron City.
his is doing a poo