I'm not the author but If I have to guess, author must have recorded the phone screen ( using something similar to https://play.google.com/store/apps/details?id=com.hecorat.sc... ) and desktop screen, overlapped the phone screen video onto the desktop using video overlay feature during post production.
I didn't. Recorded videos on both the phone and the computer(a VM actually), then put it together with.. I don't remember what. Some video editor available in the Ubuntu repos.