Mimicking the biotope of mbuna cichlids in aquariums requires the use of natural, artificial rocks, some type of water safe objects, or a combination thereof arranged in such a way that they create caves, crevices, etc. Lots of objects are available to hobbyists to accomplish this. For example, PVC pipe and connectors as well as ceramic pots and other ceramic structures are readily available and are often used to create shelter most mbuna instinctually gravitate to.
I have used all of the aforementioned. In fact, I just recently purchased some terra cotta pots for a new dwarf mbuna tank. Though I have used clay pots before, I haven’t ever systematically attempted to create individuals caves with them by breaking the edges to create side holes when the pots are upside down. There are many ways to do this and you can search Youtube for videos of various methods. I discovered it’s quite easy using nothing but a ballpeen hammer, and you can get reasonably precise with it. See the image below. The Dremel was for sanding down the rough edges. You could also use 100 or 80 grit sand paper. However, I find using a micro sander like the sand drum of a Dremel to be much easier and efficient. Unglazed terra cotta is quite soft, so it doesn’t take much effort to sand smooth.