I love this guy, hes funny. Also, I believe he's using the unity game engine. This feature is available in that engine with a few tricks and there are several different ways to do it. This is a little bit harder in Construct.
One idea I can think of is make a sprite of a long triangle (if you're going for the same design as his video), and multiply the width of the sprite by the velocity of the bullet. Also be sure to make imagepoint:1 at the bottom of the triangle and Every tick > set position of sprite to bullet object.