Before answering your question, some background. In modern times, there are two concurrent rules for Roman numerals. Both of them rely on I, V, X, L, C, D, M for 1, 5, 10, 50, 100, 500, 1000.

The (US) legal "standard" is decimal, meaning that we have a set of symbols for the thousands, followed by a set for the hundreds, then one for the tens, and one for the units. So 99 is XC IX.

The alternative is the "compact" form that tries to use as much as possible the substraction rule, so 99 is represented by IC.

But both of those are modern conventions, the past was much more irregular. It was quite frequent to find IIII instead of IV, while at the contrary we have a lot of record of uses of a more general substracting rules than the one used in the legal modern standard (IC for 99, IIIC for 97, or even sometimes IIX for 8).

Why do I bring this? To emphases on two points: (1) We do not use Roman numerals in the exact same way as Romans did. We rationalised their system and "fixed" it a certain form (well, two forms). (2) Even during the Roman time, the same number could have multiple notations used within the Roman numeral by different peoples.

And this two points are also present when considering large numbers: (1) They are absent from the modern system because we don't have a use for them, but this is a modern choice (2) Roman at their time had multiple notations for the same large numbers.

The two common methods we know of are the Vinculum and the Apostrophus. Both add new symbols for big numbers.

If you use the Vinculum method, you just need to overline a letter to multiply it by 1000, meaning that "overline I" is equal to "M = 1000", "overline IV" is equal to 4000, "(overline CI)CI" is equal to "101 101". (in medieval times, it was not always an overline, but it was the same idea)

If you use the Apostrophus method, that's much more difficult to explain with text. I will use < and > to represents half-circles, so < actually looks like the letter C, and I> actually looks like the letter D. The rules was the follows:

I> is 500, I>> is 5 000, I>>> is 50 000, etc.

<I> is 1000, <<I>> is 10 000, <<<I>>> is 100 000, etc.

<I>> is 1500, <<I>>> is 10 500, <<I>>>> is 15 000, etc.

[While that's a totally side-question, Roman also had some numbers lower than 1, as they used S to denote 1/2 and a dot to denote 1/12. There are a lot of other subtleties, but putting all of them here would just be repeating the wikipedia page (https://en.wikipedia.org/wiki/Roman_numerals)]

Main source: Ifrah, Georges (2000). The Universal History of Numbers: From Prehistory to the Invention of the Computer.

They used a notation that is rarely taught in public schools and is hard to write on Reddit. But in a nutshell, multiple Ms can be written as the number of thousands with a bar over it. For example, 4000 would not be written as MMMM, but rather as IV with a bar over it. 50000 would be written as L with a bar over it. 100000 would be C with a bar over it.

You can also bar the thousands M itself. For example, M with a bar over it is a thousand thousands, or one million.