most of them are using rainmeter.

you can follow the guides in this section about rainmeter

first, you have to download rainmeter from http://rainmeter.net/cms/
ask those sifus if you don't understand how they work http://forum.lowyat.net/topic/1272350

then you can find rainmeter themes you like on deviantart.
you can type rainmeter on search engine then choose the rainmeter themes you wanna play.

in short, just play play (explore) with the rainmeter okay already