Just think of it as making a large lactone (cyclic ester). In general you take an acid and an alcohol and perform some sort of coupling (using DCC or another coupling agent) to obtain the large ring.
There are several named reactions you can look up for examples. The Yamaguchi macrolactonization is a very common way to do this. The named reactions book also has the Keck macrolactonization and Corey-Nicolaou macrolactonization. Some natural products with macrolactones are galbonolide B, epothilone B, and laulimalide (all lifted from the named reactions book, but there are numerous other examples).