If you complete a Warlock Quest and get teleported to the Warlock Cave, do you encounter any cards on the space? If so, is it before or after you get your reward?

No, your turn immediately ends. You don't get to encounter the space, so you don't encounter any cards (or characters) on the Warlock's Cave.

This is clarified by the FAQ, since it wasn't so obvious according to the base game rules (this is from FAQ page 4):

Q1: When a character completes a warlock quest and teleports to the Warlock’s Cave to receive the reward, can he accept another quest or encounter a character that he lands on?

A: No. Once a character is teleported to the Warlock’s Cave and gains a Talisman, his turn ends; he cannot encounter the space or any character in the space.