Okay the description on that video reads:
Read this before watching the vid:
THIS IS NOT MUGEN OR WII WARE OR ANYTHING LIKE THAT
IT IS A FREE GAME MADE BY POKESHO
STOP ASKING WHAT THIS IS
Also, congrats on actually reading the description.
So from that I can only gather that if this is the sort of thing you're wanting to do then MUGEN would be the way to go, however saying that I wouldn't expect to find resources like that to be available.
It'd be something that you'd personally have to do or find someone willing to assist you.