The video was just made by some guy. In the actual Ghost Shooter tutorial (link) there's a picture of the UI with the Properties tab clearly marked (link) right at the top of the first page. Further down the page, when it comes time to add the player, there's a sidebar that tells you how to change the controls:
By default the movement uses the arrow keys. If you want to change this, select Application 1 in the Project Bar, and you can change the move left, right, up and down controls under the Controls header in the Property Grid.
I'd recommend going through the actual tut, and then reading up on some wiki articles.