To build big Triceps the main exercises should include Close grip bench press, and dips, remember that strict form should always be employed...
To train the long head of the triceps; use exercises that involves bringing the elbows away from the sides of the body such as; skull crushers, seated dumbell extension.
To train the Lateral head of the tricep; use pushdowns, and rope pushdowns.
To train the Medial head of the triceps: use reverse grip with a straight bar on pushdowns.