In that video tutorial they explain how to just run MongoDB on Windows Environment. First of all you should have a data directory. For that you should create two folders in the drive that you are planing to install MongoDB. Lets assume that we are going to install MongoDB on D: Drive.
Then you should create two directories(Folders) in D: drive
You can manually change data path but for a beginner its better to use default path. And if you are trying to install it as Service you need to create a log folder.
Then open a command prompt and go to the MongoDB bin. I assume you have pasted it on D:\ drive. your directory path will look like this D:\mongodb-win32-x86_64-2.2.0\bin.
After that you should run mongod.exe to install MongoDB as a windows service.
mongod.exe --install --logpath D:\log
When you have type and enter this command on CMD. It will create a Service for MongoDB. You can start MongoDB service with below command.
net start MongoDB