Caterpillars are the larvae of moths and butterflies, generally they eat leaves but some such as coddling moths and budworms will eat fruit too. 

They generally lay their eggs on the underside of leaves making them hard to spot and once they hatch they can decimate a plant in a few days if left to their own devices. Prevention is best, so cover susceptible crops such as your brassicas with fine netting to prevent cabbage white butterflies from gaining access to your crops. 

Companion planting can be used too. Trap crops such as dill, nasturtium and mustard will encourage caterpillars to feed on them instead and sometimes they can also retard larval growth or actually kill the young caterpillars when they feed. 

Repellent plants such as sage, lavender and rosemary have strong smells which can deter them too.

If they do get a chance to hatch, pick off the caterpillars by hand and dispose of them (chooks love them). Encouraging small birds into your garden to have a feast works well too. 

Dipel is an organic spray that is mixed with water and sprayed on both sides of foliage. The caterpillars then need to consume the sprayed leaves and will dies within a few days. It is considered safe for beneficial insects including lady beetles and bees, as well as pets. 

Decoys aren't very effective such as fake butterflies and eggshells so it is best to give them a miss.