Is there a particular custom widget from the video that you are looking to find? That video was shot during the beta testing period of the Web App Builder (developers edition, that is local, not AGOL) so any demo specific items may have changed since that time.
however, many of the widgets in the video are probable the widgets that already come with the software. You can choose which widgets you would like to use, and there are options to customize these to a point, all from within the software.
There have been quite a few user created widgets that extend what the out of the box software does. Check out Web AppBuilder Developer Edition – Customization Resource List to see a list of what is available. If you haven't downloaded and installed the WAB software locally yet, try Tips and Observations for getting Web AppBuilder - Developer Edition Installed
if you are trying to create your own custom widget, there is/was a patch that was missing in the instructions. I have links to several discussions that talk about it in the resource list docs.
i hope this helps. If you have a specific custom widget you are looking for, and don't find it on the list, it may be that someone is already working on it.
