My colonizing business found a small planet with about 0.8G. They would like to build the colony in the giant caves under the crust of the planet, due to the conditions of the surface,(little atmosphere, intense radiation, very rocky geography, intense temperatures). Luckily for the colonists, there is some water in the caves. The caves are usually very big, a mile diameter, they slowly get smaller as you get deeper, (completely blocked off at 125 miles). The caves are connected to each other at some point.
So my question is:
Can they put airlocks on the entrances and keep a working colony with a atmosphere inside?