Prepare and bake the cake according to directions on the box, using a 9x13-inch pan.
Once the cake is cooled, use a wooden spoon to poke holes evenly throughout the cake. Pour the sweetened condensed milk evenly over the cake, trying to fill up the holes.
Chop the apples up (contained in the apple pie filling) into smaller pieces. Spread the chopped apple pie filling evenly over the cake.
Top cake with cool whip or whipped cream. Cover and refrigerate until ready to serve. Serve each slice with drizzles of caramel sauce. Enjoy!