What folders and stuff? The camera's pointing at a shelf of products. Those are boxes.
If you mean the items displayed on the left and right edges of the screen, those are various indicators, such as altitude, distance, number of GPS sats, the lat/long of the unit, and other stuff. You can show/hide them by double-tapping the screen.
If you're referring to the extra row of icons that came up when he went into Pro mode, those are your camera settings - mostly white balance presets for various lighting conditions, such as cloudy, sunny, dusk/dawn, etc.
As an aside, that is the worst "instructional" video I have ever seen in my life. It took him 9 minutes to get to the point. With video, you don't have to repeat yourself over and over. That's what rewind is for.