To get there, you must go to Veilstone City. Then, you go to the south exit, which is Route 214. Go down a bit, then go to the little opening you see to the east. Run east and north on that path until you reach Sendoff Spring. There are two places to use Rock Climb. Go to the one east of the two trees. After using Rock Climb, go across and back until you reach another place where you can use Rock Climb, then go down there, and go in the cave, and you're in. Once inside, you have to go room to room, choosing one of four directions, in order to find three pillars. Upon finding the third pillar, any entrance you choose will lead to the room that contains the portal towards the Distortion World. That room also contains 1 of 4 daily items, depending on how fast you got there:Reaper Cloth, Nugget, Rare Bone or Stardust. Every room is filled with fog, apart from the room with the portal. Also, apart from the first, last and pillar-containing rooms, all rooms have breakable rocks. You can go through a maximum of 30 rooms before being sent back to the beginning.
Turnback Cave is home to the legendary Pokémon, Giratina. In Platinum, after beating or catching Giratina in the Distortion World, a portal will bring to Sendoff Spring. Until you beat her, Cynthia will be blocking the entrance to the Turnback Cave. If Giratina fainted in the Distortion World, it will reappear here, but as its Origin Forme.