From Bulbapedia, the community-driven Pokémon encyclopedia.
The Relic Cave (Japanese: 聖なる森の洞窟 Sacred Forest's Cave) is a small tunnel underneath Agate Village. It is considered a sacred place to the villagers. It leads to a beautiful forest glen where the Relic Stone rests. It is said that the whole area is blessed with Celebi's power.
In order to purify Shadow Pokémon in Pokémon Colosseum, Wes has to take them to the Relic Cave and have Celebi's power re-open the door to their hearts.
In XD, the player can still take their Pokémon to Relic Cave to get purified by Celebi, but now they have the option of using the Purify Chamber, which is also required to purify Shadow Lugia.