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I understand that underground tunnels don't collapse because the forces acting on it must be in equilibrium but I don't know which forces are present and I don't know how they are built.

Marcio
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Look at the shape of the tunnel, they are circular to spread the load, the same idea as deep sea diving vessels have spherical living areas. There are no sharp corners.

The surrounding rock is so strong (and there is so much of it), the pressure on the tunnel roof is easily spread to the sides instead.

Look at it slightly differently, how does a soap bubble keep it's shape, against the atmospheric pressure. It spreads the load to avoid pressure build up in one place.

Sorry for the short answer, this is more an Engineering SE question, imo.