The allegory of the cave is found in Plato's Republic. (531-534) I suggest that you reread this section and pay attention to the details in light of the larger argument that Plato is trying to make. If you do this, you will realize that Plato is talking about the importance of philosophy. Here are two points that will help you.
First, without philosophy people are not able to know truth, the world of forms. They are like people chained to a cave and they only see the shadows, which the fire casts. However, they do not know this, because this is all they see. They think this is reality.
Second, through philosophy a person is able to see the world of eternal forms. In other words, they are able to see what true goodness, beauty and the like are. They are able to see the essence of things. To use the cave allegory, they are able to see the things that cast the shadows. They have broken free.