If you go to my earlier answer on cave art that I gave you, the same links apply. In brief the pigments and materials they used - came from their surroundings; from the barks of trees, from grinding stones, colored earths; from plants; and their tools - for incising and painting - from bones and/or fur of the animals they hunted - in the case of Lascaux caves - bison, Chinese horse etc - whose images are drawn on the walls.