here you go.
They are synthesized from different forms of cholesterol as far as i know. The exact mechanisms i'm sure are quite complicated and would require some extensive machines/lab tools/hardware etc. Also have heard the starting point is some kind of mexican plant/herb
I also found this online which sort of backs up what i heard
"The isotope-ratio test is possible because synthesized steroids are made from starting compounds (diosgenin or stigmasterol) obtained from soybean or other plant oils. Soybeans and most agricultural crops are C3 plants, which means they first form a three-carbon molecule (3-phosphoglyceric acid) from CO2 during photosynthesis. Other plants that are integral to the human diet, such as corn and sugarcane, are C4 plants, which first form four-carbon molecules (oxaloacetate, malate, and aspartate). Because the human diet consists of a mix of C3 and C4 plants, naturally produced steroids will have a slightly higher amount of 13C than synthetically derived steroids"