They're hard to find, but what's going on is they are using a foam insert that is designed to fit into a five gallon bucket and turn it into a makeshift cooler. He's drilling holes through the bucket, then a little bit smaller hole through the foam insert. Sticking some pieces of PVC pipe that snugly fit into the holes into the foam through the bucket to serve as air nozzles. Then he gets a lid for the bucket and cut a hole in it just big enough for the face of the fan to blow through but just small enough to support the fan by the lip of the fan. He then fills a gallon plastic jug maybe halfway full with water and freezes it. You have to play with how much water so it doesn't burst the jug when it expands while freezing. Or leave the lid off and hope it doesn't spill before being frozen. Stick the frozen jug in the cooler in the bucket and put the lid on with the fan going. The air fan blows air into the bucket, the frozen jug cools the air a little, then it's forced back out the PVC nozzles.
Made one a while back to see if it would help cool the bedroom a little at night and personally it didn't do enough to be worth all the effort. I think in a more humid climate where the moisture in the air can help with the air cooling it could work better but not sure if it's a dry Colorado thing or maybe I did something wrong. *shrug*
I got the foam insert by ordering through Home Depot's web site and using their free shipping to store option. I've read you can find them around the fishing stuff at Bass Pro Shop's as well, but haven't verified.