After you do the redlining in Reviewer you save them. Those redlinings will be saved in a DWF file.
Then at 5:05 in the video you can see that he chooses in the Mark-Up Palette to import redlines from a DWF file. This is when you have to specify the DWF file you saved earlier in the Reviewer and the redlines will be imported into ArchiCAD as Mark-Up Entries.
Edit: Nicholas just beat me to it.
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