I think I got it:
Lactic acid reacts with SOCl to give the corresponding acid chloride.
Then 2 moleculoes of that cholride acid can reac, each of then with it's OH group acting as nucleophile and undergoing firstly a nucleophilc additon intermolecular, and then, the other OH group can reat with the other carbonyl undergoing another An, givig as result a cyclic double ester, "double lactone".