I'm going to take a guess that he modified a mains transformer to make the soldering iron, adding a short, thick secondary of a few turns to heat the resistive tip like a Weller gun.
That is the point of videos like this. Some people like to make stuff and they learn along the way. Start with something simple, move on a step at a time. Add multipliers to the voltmeter for other voltage ranges, shunts for current. Learn how to calculate the divider ratios. Before you know it they are discussing optimising input stage bias current in precision active rectifiers, but they started with a battery and a bulb, and a sense of achievement to spur them on.