The video displays the vscode setup, which is extremely similar to the JetBrains setup. You can check the Jetbrains part below for the minor differences.
Note : since this video was created, an update has been deployed by Continue that converts config.json to config.yaml by selectiong the option at the top of the config file (if applicable to your situation).
🔴 You are not required to connect to GitHub at any point. You can always bypass it (opening the browser link then exiting, grey continue button …)