warning is alert that alerts you, caution is carefulness

A warning is an advice, a symbol or a written text that informs you to be aware about someone or something, e.g. "This warning states there are bears in the vicinity". Caution is something you have when you are aware of something or someone that can harm you in some way and you act in a way to prevent said harm, e.g. "There are bears in the vicinity, proceed with caution".