THE VILLAGE OF SETENIL, in the most Eastern part of Cadiz provence, forms part of the “White Villages” route. The small and cosy hotel has 28 totally refurbished rooms and the warm atmosphere of the hotel makes it ideal for a relaxing stay. The surroundings are ideal for all outdoor activities, and you must not miss a visit to the village where you can find the old cave dwellings. Setenil was originally established by the Romans, and is on the “White Villages” route, Unusually most of the houses here have been dug out of the face of the very mountain, with its rock forming their roofs.     HISTORICAL BUILDINGS   Arab Fortress of the Castle.   Church of La Encarnacion, of Gothic style, built in the 16th Century.   Town Hall, with a 16th Century mudejar ceiling.   Ruins of Asinipo. FESTIVALS   Easter Week, with typical traditions and processions.   Pilgrimage of St. Isidro, in May.   Open Air celebration of the Virgin Carmen, in July.   Fair and festivities, in August.