That doesn't look like a USB interface. They're probably using some higher-bandwidth interface along with modded graphics drivers that handles the information and allows the laptop screen to be used.
Never heard of such thing or seen it happen. And I'm not talking about USB, even a HDMI cable and Express Card(what the kit is based on) would have it's limits. PCIe has ultimately more bandwidth capabilities than USB/HDMI/ExpressCards. It needs to be connected to a monitor.
(Laptop also looks untouched, so it's not modded)
I mean think of it as a HDMI port on a laptop, you use it to connect it to another monitor right? Because it's a port that gives out information, it doesn't take information in, say to use the laptop screen from a different computer, not happening.
Mainly the reason the setup doesn't work is because of bottleneck, there's just too much information going in from the card through the cable for it to handle because PCIe is again, capable of more bandwidth, not to mention the information going from the laptop to the card, mainly the CPU telling the card what to do.
Image is fake, it can be the actual game menu, because it's not impossible to get it to open on any stuffty laptop, or a screenshot of the menu, but the card setup is for shows, I see no way of it actually working.