Bias tape is sold at sewing store.
Have you ever seen something like a placemat which has a different coloured ribbon type thing around the outside of it that is sewn over the edge and finishes the edge of the mat?
That would be bias tape. Often it is used in children's toys to quickly finish off an edge.
I would guess that it is used in this garment to make those gathers.
It is nothing to be afraid of! If you look at a fabric, the weave is often vertical bars crossed by horizontal bars. Bias tape is fabric that is cut on the diagonal of that pattern.
But it is easiest to buy bias tape at the sewing store!