ASAIK caterpillars are insect, so it've got 3pairs of legs. In first few seconds of the movie you can see the characteristic way of moving, which looks like a centipede move. Something like a wave, you know what I'm talking about. Does the caterpillars moving like this?
I haven't seen the movie, but most caterpillars move in a wave-like fashion. Caterpillars also have three pairs of "true" legs just like any insect, but they also have four or five additional pairs of "prolegs" -- leglike extensions that give the impression of having more than six legs.