I think this is all it is. Create strips of fabric.
For example, make a strip of patches that is 4.5" inches wide by however long your quilt is going to be. (In her Youtube video, Nancy makes this strip out of alternating 4-patches and 1-patches.) Cut another strip of border fabric, maybe 4.5" inches wide by however long. Cut another strip of sashing fabric, maybe 2.5" by however long.
Layer your backing fabric and batting together. I would probably spray baste these together so they don't shift while you are working.
Lay down your border fabric, right side facing up, along the left edge of your batting sandwich. (You probably want to mark a straight starting line on the batting, and pin the strip to the batting, to make sure your first column gets sewn on perfectly straight.) Lay your patched strip on top of the border fabric, right side *down*, and align its cut edge with the cut edge of the border fabric on the right. Sew 1/4" away from the cut edge. Basically you are seaming the two long strips together through your batting sandwich, so they are being quilted at the same time.
Finger press the patched strip open so it is now facing up. Pin in place. Place your sashing fabric, right side facing *down*, on top of your patched strip. Again, sew through all the layers so you are creating the seam right through the quilt sandwich.
Honestly, I think that is all there is too it.
If you can find a video tutorial on how to piece strips onto a foundation, that is exactly the same idea except with column quilting the "foundation" is the entire batting/backing layer. You start at one side of the foundation and work your way steadily to the other side.
Edit: Hmmmmm..... Not sure I am correct because Nancy mentions that the bulk of the quilt is always to the left of the machine. Maybe she starts with a center strip and works out to each side??? This would be similar to string-piecing strips of fabric onto a foundation square, where you start with the strip in the middle.