SDR++ is a software defined radio receiver program that is compatible with almost every SDR, including the RTL-SDR. Like other SDR programs, is has plugin capability, allowing third parties to develop additional features like decoders.
In the video Matt first shows how to install the plugin, demonstrates it being used with an example RS-41 radiosonde, and then shows how to use the log file outputs like the GPX track file on a free GPX map plotting website.
A radiosonde is a small sensor and radio package normally attached to a weather balloon. Meteorological agencies around the world typically launch two balloons a day from several locations to gather data for weather prediction. With an RTL-SDR, appropriate antenna and decoding software it is possible to decode the telemetry signal and gather the weather data yourself. You can also use the GPS data to chase and collect the fallen radiosonde package. We have an alternative tutorial on setting up a basic radiosonde decoder in Windows here.