I don't know how NeX built them in because I have not dared to take it apart. The little black button at the bottom center of the DMG in the video cycles through the arduinos, the lights on the top indicate which one you are using.
Also notable about this item is that it has built in MIDI through on both the right and left sides of the Game Boy, as can be seen in the video.
I'm sure NeX can answer any questions I cannot about the build itself.