Browsers on OS X store this information in extended file system attribtes (accessible via the xattr command). It's also how the OS knows to prompt you the first time you open an executable--"you downloaded this from googlechrome.com via Safari, are you sure you want to run this?".

Calling it "secret", as the article does, seems disingenous. (Further, even if somebody downloads an application in an incog window, it is probably better for the system's security posture to record these xattrs for such a "hey, is this what you actually meant to download and execute?" situation.)