A man could draw a picture on the wall of his cave to show i

in which中的which是疑问代词,修饰direction,
in which direction 意为:'朝哪个方向".
which又引导宾语从句in which direction he had gone,作to show 的宾语.
句意:一个人可以在他的洞壁上画一幅画来表明他已经朝哪个方向走了.