Well the largest underground colonies could be as large as an O’Neil cylinder, if the lava tube caves are indeed kilometers in diameter and over 100 km long, as the preliminary data suggests is possible. If you filled that with air, and then gave it lighting, from solar collectors on the surface during the lunar day, and powerful LED lights backed up by batteries, well, you might well get some atmospheric circulation, and clouds, and so breezes too.

Artist's impression by Don Davis of the interior of an O'Neil style cylindrical space colony - from Space Colony art of the 1970s.

The caves on the Moon may be as vast inside as this, in the low gravity, several kilometers in diameter. The Grail radar data suggests the possible presence of lunar lava tube caves over 100 kilometers long. So, lunar caves could potentially be as vast as an O'Neil cylinder . If so, maybe some day we could have colonies like this on the Moon, easier to construct than an O'Neil cylinder - though probably multiple tiered and of course nobody living upside down on the roof.

The lighting for the caves could come from solar collectors on the surface channeled through optical fiber to the caves during the lunar day - and then from efficient LED lights at night powered either from stored fuel cells or power from strips or patches of solar panels that circle the Moon round to the day side. Solar panels are easy to make in the hard vacuum, solar panel paving rovers, especially since the nanophase iron makes it easy to turn the lunar soil into glass using microwaves (as easy as boiling water in a microwave). See Solar cells from lunar materials - solar panel paving robot in my "Case for Moon First"

For more about all this see my An astronaut gardener on the Moon in Why Humans on Mars First are Bad for Science.

Apart from that, as the other answers say, then artificial ventilation.