In the video you get to see how electricity can create a magnet. There are two demonstrations:
A normal, straight wire creates a magnetic field that affects a compass needle
A coil of wire around a piece of metal (a screw in this case) creates a real electromagnet
If you would like to try some electromagnet experiments at home, here's what you need:
A piece of metal, like a screw or a nail. It should be made of iron or steel - test with any magnet to see if your screw is attracted to the magnet. That tells you if it is iron or steel.
Some thin wire. You can get wire at a place like Home Depot or Radio Shack. The best kind of wire for electromagnets is thin copper wire that has a thin coat of enamel on it to act as insulation. This is sometimes called "motor wire", and is used to make motor windings and electromagnets. If you can find something like "#28 enameled wire" that is great. If not, any thin wire with normal plastic insulation will do. [A good experiment would be to compare the strength of a magnet with 100 turns of normal wire vs. 100 turns of enameled wire.]
A battery. Any AA, C or D battery will do. You will want to have a three or four of them for one of the experiments.
The video talks about three different experiments. In experiment 1, you try one, two and three batteries to see what kind of effect the number of batteries has on the strength of the electromagnet. One easy way to test magnet strength is to create a little pile of staples and see how many staples the magnet can pick up. Try several trials and take an average.
In the second experiment, change the number of times you wrap the wire around the screw. Try anything -- 25 turns, 50, 100, 200... See what effect it has on the number of staples you can pick up.
In the third experiment, try different cores. Try iron, aluminum, wood, plastic, air (wrap the wire around a drinking straw), etc.
In other words, try changing some of the variables and see how those variables affect the strength of your electromagnet. Which configuration creates the strongest electromagnet?
One thing not mentioned in the video -- do not leave your electromagnet connected to the battery for long periods of time or the battery will quickly go dead. And do NOT try anything crazy like plugging your electromagnet into a wall socket or a car battery. Stick with small AA batteries.