I'd suggest searching NPC scripts after I explain this so you can learn the basics.
You need to make an npc first, go into Merchant and do the following:
npcfile 0 330 261 ingame 0 30 0
Then in Market_def folder make a text file called "npcfile"
Put the following in:
[@main]
#SAY
Do you wish to teleport to slave cave?<Yest/@yes>\
<No/@exit> \ \
[@yes]
#ACT
MAPMOVE F004 32 72
GIVE TownTeleport 1
close