In Episode IX of The Odyssey, Odysseus takes the men to the island of the Cyclopes. His men have been rebellious and difficult, having gotten into trouble with the Cicones and the Lotus-Eaters. So, Odysseus is angry with them. In coming to the Island of the Cyclops, Odysseus calls all the shots: his men have no say in the matter.
It makes no mention of his men wanting to sail there or sail around it, to go ashore or to the caves.
Later, Odysseus tells his men:
"'Stay here, my brave fellows,' said I, 'all the rest of you, while I go with my ship and exploit these people myself: I want to see if they are uncivilized savages, or a hospitable and humane race.' "
He also says:
"I went on board, bidding my men to do so also and loose the hawsers; so they took took their places and smote the grey sea with their oars...I told my men to draw the ship ashore, and stay where they were, all but the twelve best among them, who were to go along with myself."
Later, when Odysseus directs the men to Polyphemus' cave, he says:
When they saw all this, my men begged me to let them first steal some cheeses, and make off with them to the ship; they would then return, drive down the lambs and kids, put them on board and sail away with them. It would have been indeed better if we had done so but I would not listen to them, for I wanted to see the owner himself, in the hope that he might give me a present. When, however, we saw him my poor men found him ill to deal with.
Is this what you mean? They want to steal some cheese, lambs, and baby lambs, and run off to the ship?
The answer to this question can be found in Book IX.
When Odysseus and his men get to the island of the cyclops, they first go hunting for goats. Once they are done with that, Odysseus wants to go exploring. He selects 12 of his best men to go with him.
When they find the cave that belongs to Polyphemus, they are impressed at how much food there is stored there. They want to steal some of the food and bring it back to their ship. Specifically, they want to take a bunch of cheese and then come back for the lambs and kids.