Utlac wants you to investigate the cave-mouth you discovered once you are done helping the other Rohirrim at the camp.
'We do not know what might lie within that cave, ${PLAYER}, but that fleeing Orc wanted to get there. I think you should go back to the cave mouth and investigate.
'You should finish helping out around camp first, of course. I do not want to deprive my friends of your aid, ${PLAYER}! Go investigate the cave once everyone here is satisfied and our camp is prepared for whatever the Orcs may have in store for us.'
The cave-mouth you discovered is south of Mansig's encampment, near where the stream flows back into the East Wall, in the western cliffs.
Utlac wants you to finish helping his friends at the Rohirrim-camp in the East Wall, then investigate the cave you discovered.