I expect that you are talking about this:
There are two ways, that I can think of, with which one might achieve such an effect:
1. You could create a mesh made out of many connected cylinders, apply a texture to it like the one used in the example, and then use post-processing effects(like a bloom effect or a blur) to make it glow. Also, before each frame, you could add an offset to the uv texture coordinates of the mesh to make it look animated. The mesh can be created in a modeling program or you could create an algorithm the generates a mesh in real time.
2. You could have a list of nodes, where each node is connected with it's two neighboring nodes. These nodes will create a curve, around which you could have particles that slowly move from one node to the other. Also each particle could have a different speed so that it look more realistic.