Basically its a simple Linux based computer you can pay $50 for and drop in at a place to sniff for information. Or in this case, you plug it into a computer that is locked and it unlocks it for you. What happens is a software program on the box called responder is running and the device pretends to be an ethernet based device, which fakes the windows box out and authenticates the user.
https://www.engadget.com/2016/09/08/usb-device-pc-login-theft/