She’s just doing a regular long-tail cast-on, except she’s using another ball of yarn (or the other end of the same ball) as her tail. This way she can be confident that she will never run out of tail. She’ll have more ends to weave in later, but that’s the trade-off one has to make. There’s another description of the technique near the bottom of [b]this page[/b], and another explanation (by moi 
) in the fourth post of [b]this thread[/b]. Maybe reading slightly different explanations will help things click. (Note that we don’t all put the two strands on the needle in the same way, though. It really doesn’t matter how they get there.)