If you have a way to generate 256 bit, you have a way to generate a Bitcoin (or Ethereum or whatever) wallet.
Some people trust their hardware wallet to generate a random 256 bit / 24 words (each word is 11 bit as the dictionary contains 2048 words: 24 words is 264 bits, 256 bit + 8 bit of checksum).
But others do it manually, in an analog way.
One way to do it to throw a 16-sided dice repeatedly: that's a good source of entropy. That's entirely analog.
BIP-39 has a checksum (4 bit for 128 bit keys and 8 bit for 256 bit keys), so you'll need some code to either find or verify the checksum. To do that people are typically going to use a fully offline/airgapped computer: for example an old desktop, without any Wifi capability, booted without any harddisk, from a Linux Live CD (I know, I know: you'll read their key from the electrical activity by tapping the electrical circuit outside their house or by firing a laser at their window, so it's not "fully airgapped": bla bla bla).
From that single 256 bit number you can derive wallets for all the coins you want.
Once people have generated their key by throwing dice, they'll typically store their key behind a HSM, on a hardware wallet. And the private key never leaves the hardware wallet (but can be used to sign transactions). And a "paper" copy of the key typically also lives in the analog world (and listen to Gandalf: "keep it safe", "keep it secure").
The video is definitely cool but creating a key in the real (non digital) world is something quite common.