Step 1: Understanding the Concept:
Macromolecular colloids are formed when large molecules (polymers) are dissolved in a suitable solvent, creating particles that fall within the colloidal range ($1$ to $1000$ nm).
Step 2: Formula Application:
Identify polymers among the options.
Step 3: Explanation:
Soap and detergents form associated colloids (micelles).
$S_8$ molecules form multimolecular colloids.
Nylon, starch, cellulose, and proteins are natural or synthetic polymers that form macromolecular colloids when dispersed.
Step 4: Final Answer:
The macromolecular colloid is Nylon.