I think depending on the source material, Bruce Wayne used what was originally a naturally occurring cave system beneath Wayne manor. He probably didn't have to do much construction work at all other than to secure the secret lair so that people couldn't just wander in. All he really had to do was source the tech that went into it and set it up himself, which he could easily do by having Lucius Fox order all the stuff for R&D, have it go missing, and then have that missing stuff sent to Bruce discreetly.