To dream that you are locked in a cage represents a lack of power in some aspect of your life. You may feel like you cannot change your situation and are feeling trapped by it. You may feel like you are not being allowed to live up to your full potential because somebody is holding you back.
To dream that you are caging a wild animal is suggests that you should learn to accept and deal with your fears. It may also mean you have learned control over your more instinctual side.
To see a caged bird is indicative of a loss of personal freedom or of the ability to fully and freely express yourself. You are likely feeling trapped and unable to express yourself.