Wow, that method of the video sounds really complicated, I mean, what are the filters even for?
Don't worry it's much less complicated than this conversation is making it out to be.
If you've had a look at any PKX files, you already know how to sniff them.
He's basically showing how to use Wireshark to sniff packets. He specifically used incoming packets to the Mac address of his 3ds as his filter, which is why he can only see the incoming Pokemon - this is what was confusing people.
The only really interesting part is that he's using a virtual Wifi setup, something that was mentioned couldn't be used to sniff packets.