I cannot claim that every underground city map has effectively shown it's source of food, but I can remember the boxed set to city of Menzobarrenzan, the Drow of the Underdark, where the map depicted an area about a fifth of the size of the entire city chamber as holding an underground lake, islets, fungus fields, even underground cattle raised there. Realistically there probably was need for a larger more extensive area to serve as farms to adequetely feed the city, but it did exist on the map. Often there is a nearby underground sea or lake that might serve as the primary source of food as in fish, and might be very close, but not an actual part of the underground city map in of itself.
There are probably dry cave systems in the underdark as well, but if there is no water source, then there is no city. I would believe any underground city requires underground cities, great aquifers, underground lakes, even collected water dripping from the ceiling of caves. Most underground city maps feature a river or lake within the community borders.
I've never seen air ducts accessing the surface for most underground cities, and though this might not seem realistic, for reasons of safety, only one or a few entrances are even wanted for access to an underground city for the sake of defense. Most underground cities aren't near the surface, so any air ducts would probably have to be very deep, and if they are straight verticle ducts their existence might prove to offer unnecessary access to the city. Also, one would have to believe that an actual underground race should be biologically adapted to working in an environment with lowered oxygen levels. If its a surface race that has moved underground, they will certainly need some type of air duct system. If its an underdark race, I have to assume they are adapted to live and operate in lower oxygen levels, or increased levels of carbon dioxide and other gases. Not all races might need an air filteration system to survive in the Underdark.
Looking at Menzobarrenzan again, many of the drow house 'castles' were rock-cut chambers cut from existing giant stalagtites and stalagmites, also many were typical stone and mortar constructed buildings like any surface city. Anywhere that exists a verticle surface in the walls of an underground chamber are regions of mostly solid rock, thus rock cut chambers, tunnel systems (like those in Cappodocia) would probably be prevalent. Even a wide pit that drops some distance in the floor of a cave, could serve as a 'skyscraper' going down, with levels, chambers, tunnels, even bridges across the pit, connecting to the lairs that surround the pit in the walls of solid rock. It might even be possible to build wood-like surface structures from the 'timbers of giant fungus'.
And with large enough chambers, I don't see why an underground city might not actually resemble a surface city with roads, alleys, enclosed yards, market squares and rows of constructed buildings. There are literally enormous open chambers found in Mammoth Caves, Carlsbad Caverns and other actual underground cavern systems on Earth. There's no reason why a surface looking city could not exist underground.
The first thousand feet under the surface the ambient temperature is fairly constant at 50 - 55 degrees F, though this varies in depth. As long as there is some internal heat source in homes and structures, this temperature range is survivable for most surface/underground sentient races. However, even without nearby magma chambers, volcanic channels, steam vents or geyser aquifers, you don't really have to go to far down to find the temperatures rising. Deep mines even those from as far back as the medieval period were found to be warmer in the lowest levels. I've read National Geographic articles regarding the diamond mines in South Africa, and at the lowest levels of the mine, it is almost too hot for humans to work in (and its not even a mile deep). So though the earth's core might be hundreds of miles down, you don't even need to get close to that to find hot temperatures underground. Even if a city resides above the warm layers, it would be probably be more practical to dig air ducts down to the warm levels circulating into the inhabited chamber (than digging air ducts to the surface.)
Nobody builds a surface city where there are no resources to support it. So I wouldn't think an underground city would appear anywhere there is an open space underground, if the supporting resources aren't there, neither is any population. There needs to be the basic resources to support life at any location for a city to be founded.