They’re in drysuits, which are basically like a waterproof grown-up sized onesie (the kind with boots). There are snug rubber seals at the wrists and neck, and you climb into them by opening a waterproof zipper. On demand (you push a button) they get air squirted in from your tank, and you can “burp” excess air out a one-way flapper valve.
A weird side-effect is that when your boots are above your head, the air tends to accumulate at your feet, which makes this kind of “walking” easier.
A wetsuit is also bouyant, and you could theoretically do this by balancing carefully in a wetsuit. But because your body stays dry in a drysuit, you can put up with icy water for longer than you could in a wetsuit.
I did this kind of diving once, and it’s completely surreal. The air bubbles really do have that weird “mercury” look about them. I’m glad I did it, but once is enough. Even with a drysuit, my face got really cold very quickly.
