The process reminds me of the days when I was a kid with my coloring books and crayons. When you color on paper, you move the crayon to add color to the open spaces of the line art. In thread painting, you move the fabric instead. Just simple back and forth movements of the fabric while the needle is moving up and down, applies layers of thread color to fill in the open spaces.
I hope they enjoyed the results as much as I did watching them. Thread painting is such fun creative play to do with your sewing machine.