As the video shows, the feature is managed by a taskbar icon, with easy one-click creation and termination of virtual desktops. (In case you're not familiar with the term, each virtual desktop can house its own open programs and shortcuts, independent of the other desktops.)
The video showcases some other nifty virtual desktop tricks too. Selecting the taskbar icon brings up small peek-like previews of all of your virtual desktops. Clicking one brings up a sort of preview mode, where images of each of your open programs in that virtual desktop appear in the center of the screen. You're able to easily close open programs or select which program you'd like to jump to using this interface.
Another tidbit shown in the video: If you try to launch a program or file that's already open in a virtual desktop, the system will automatically bring you to the open version, even if it's on a different virtual desktop than the one you're currently working in. (Hopefully there's an option or ability to disable that.)
Virtual desktops are old hat for Linux and OS X, but they haven't been a native option for Windows power users.
As always, software and capabilities could change before the final release of Windows 9 (or whatever it'll be called), especially since the next version of Windows hasn't even been officially announced yet. Microsoft is widely expected to announce Windows 9 in Technical Preview form at an event in late September or early October.
What, you don't feel like waiting around Here's a guide to getting virtual desktops and Windows 9's other highlight features on your PC today.