They've covered a few basic jquery tricks there. Once you check the source code of the demo pages in your browser, you'll figure it out easily.
The spteps are simply:
- Download jquery library and upload it to your server.
- Include jquery library in your header as you normally do with any javascript file.
- Include the javascript for the tutorial in your header as well.
- Check the source code of the demo and add the css styles to your css file.
- Create the necessary html elements in your documents with the right IDs and Classes. (Check the demo source code).
- Start customizing when you are comfortable with it.