couple of skinny dowels for the legs and some yarn or other material for the hair (or use CP). The colorless glue she is using looks like it's a water-based glue, but white glue will work also (ie, Elmers or Aleenes).
Preparing the doll head & body is not shown in this video. She starts with a body that has air-dried and cured in advance. It's a very simple shape and you should be able to create one by looking at the undressed doll shown at very beginning of video. First, smoothly cover a Styrofoam ball with flesh-colored clay for a perfectly round head. Impress the mouth into face with a circle cutter and insert a short dowel for neck. There is no nose. Paint on the eyes after head is cured. For the body, form a small block of clay for the torso and insert the 2 dowels for legs. Attach the head with glue. Let dry before proceeding. View a demonstration of a similar doll head and torso in this other tutorial.
FYI, "passo a passo" which is written on her apron means "step by step". It's the name of their program.