I'm pretty sure that overlay is using the rivatuner statistics server. The easiest way to set that up is to download MSI afterburner and check the rivatuner option during install. Then in on screen display in settings of afterburner, set a hotkey for the toggle. In the monitoring tab, you can select which information you want to be displayed in the overlay, (cpu temps, usage, gpu temps, usage, etc). Just click on what you want to be shown in overlay and check the "show in on screen display option. You are pretty much set up after that.
To get it looking similar to the overlay in the video you have to customize both afterburner and rivatuner. In afterburner you can customize the colors and fonts of the individual rows, show graphs instead of numbers, group info like cpu usage and temp together in a row and many other stuff.
In rivatuner you can change the size, location, and color of the overlay. You can also disable rivatuner for certain apps if they have issues with it, like wallpaper engine.
For free video capturing software, I really only recommend OBS for its customizability and support for hardware encoders. If OBS looks too complicated, AMD relive and Nvidia Shadowplay are great simple alternatives depending on your gpu.