How are the ESPRESSO Echelle spectrograph's calibration "lines" produced?
You're right to think that this is a calibration technique. In use here are laser combs that use self-interference of short pulses that are reflected multiple times inside their own cavity to generate the spacing that you see.  

The spacing then is mainly limited by the inverse of the pulse length, and thus by current laser technology. Sharpness of individual lines is usually increased by putting a Fabry-Pérot interferometer in sequence after the laser. For additional precision and estimation of laser stability, one uses often some secondary lamp with theoretically or laboratorially well-known lines (Th-Ar for example).

The technology demonstration for ESPRESSO was done with its precursor, HARPS.
Also A site with more details, the lowest poster looks pretty good in explaining the basics, I find.