My computer isn't really cooperating, so I can't see the video, but I'd assume its a motor protein (like dynein or kinesin) moving around cargo (lipids). From the article:
For instance, in the animation there’s a motor protein that’s sort of walking along a line, carrying this round sphere of lipids.
Biophysicists (e.g. Paul Selvin at UIUC) somewhat recently showed that motor proteins like dynein and kinesin do move with a foot-over-foot stepping motion using some really cool high-resolution fluorescence microscopy methods.