Here is an
excellent older post with illustrating photos on
Mama Heating Pad. It may be the one that guided me when I started brooding chicks.
The important feature you want to look for is a heating pad that operates continuously and doesn't have the automatic shutoff feature.
I just molded some hardware cloth I had hanging around to form the cave. On top of that I put the heating pad and then cover that with some cheap remnants of fleece. Yes, the chicks will poop all over it! I rinse it off or throw it out since it gets pretty cheap in the warm months.
I also got a cheap feather duster, sawed off most of the handle and I put that in the cave for the chicks to snuggle into.