The piece they're showing appears to be a foam latex appliance. To do that you'll need a head cast of yourself to sculpt the piece on, then make a negative mold and you'll have a prosthetic that perfectly fits your face. If you don't have the stuff to do that with, you could do an 'out-of-kit' makeup, using morticians/derma wax or even cotton and toilet paper to build up the thicker areas and liquid latex stipple to do the thinner areas and wrinkles. Then just apply the makeup over the top. There should be plenty to tutorials online demo-ing this.