HI
Crawling, also known as spidering or harvesting, is the action of the software robots (bots, worms, crawlers, spiders) as they find each and every public page on the internet. They do this by following every link.
Indexing is the work of categorizing all of that information, usually done back at the mother ship (the computers which receive the information from the crawlers).
Cache is not a term which applies as strongly to the basic actions of search engines - it is used in much of computing. It usually has to do with storing information in a place where it is quicker to access.
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