I've just started learning XP also, so sorry I can't really answer about how to do this. It is a really cool video though!
There is a post over in the Fluids section where someone else is asking about doing something similar with an oil in water type of swirling action like part of that video. I think they also came to the conclusion that a lot of examples of that kind of thing are done in Houdini, but I guess it's possible somehow in XP. That post should be near the top of that section, but if you can't find it, I'll see if I can track it down. I saw it a few days ago and seeing your post reminded me of it.