On the "how it works"[0] page, they explain that they choose a card in the first row and perform the walk. The point of the trick is, it's extremely likely that, regardless of the initial card chosen, the walks will merge (and thus step onto the trap card you chose when setting up).

0: http://faculty.uml.edu/rmontenegro/research/kruskal_count/in...

It's explained here albeit vaguely: http://faculty.uml.edu/rmontenegro/research/kruskal_count/in...

You start at the first card and progress until you would fall off the end on the next step. That card you're on is what you pick as the trap.