For people:
* A company of travelers
* A band of nomads
* A train of pilgrims
* A host of adventurers
* A fellowship of explorers
For animals:
* A herd of elephants (if the caravan is elephants)
* A flock of birds (if the caravan is birds)
* A gaggle of geese (if the caravan is geese)
* A troop of monkeys (if the caravan is monkeys)
For other things:
* A convoy of vehicles
* A fleet of ships
* A string of camels (if the caravan is camels)
* A line of wagons
The best collective noun will depend on the specific context of your caravan.
Let me know if you have a specific caravan in mind, and I can help you choose the perfect noun!