I'm not sure what's going on in that video but I don't remember doing anything like that for use with ProTools. The person speaking did mention Logic so perhaps this is something that is unique to installing it to work with Logic.
Melodyne has a pretty good support section with a ton of videos. You might find some answers there:
http://helpcenter.celemony.com/hc-2/...tudio/overview
This is the section for Logic:
http://helpcenter.celemony.com/hc2-c...daw_logic.html
I wish I could help more than that.