To run Cave of Betrayer, the first time you need to control your character to go to desolate sands and go into Cave of betrayer, once you entered it, you teleport to town. This will create a portal to cave of betrayer in town. The Cave of Betrayer Map relies on this portal to run. You only have to do it once.
Alternatively, you can run other maps, which doesn't require this manual step, e.g. "Act 2, 2-8-1/START_HERE.xml", which will go through desolate sands and some caves.