If you already have such a large image and want to use it in Online Maps, the best way is to split it into 256x256 tiles using MapTiler.
Theoretically, you can runtime generate 256x256 tiles from your 1000x1000 pieces, but this will require some programming experience, and of course it will work slower than pre-generated tiles.

I have some images, small pieces of a big image, like i have 40 images of 1000X1000 to make a 40000x400000 image.
This big image will become the map.

Is there a way to do that directly using th OnStartDownloadTile?

Or i have to make it a big one, that unity does not accept because of the texture max size, and use it to online maps?