I was working in MOSS recently and couldn't see the Caching links.   After I activated the Office SharePoint Server Publishing Infrastructure feature, the three Caching links didn't show up.  I can access them directly.  Here are the links.

Output Caching
http://example.com/_Layouts/sitecachesettings.aspx

Object Caching
http://example.com/_Layouts/objectcachesettings.aspx

Caching Profiles
http://example.com/Cache%20Profiles/AllItems.aspx

Additional Resources

Caching in MOSS
http://technet.microsoft.com/en-us/library/cc298466.aspx

Output Caching and Cache Profiles
http://msdn.microsoft.com/en-us/library/aa661294.aspx