I'll be honest here. "If you have to ask, you won't be making this type of animation soon" MMD takes time to learn and you have to locate reliable sites, from where you can get the models you are after. Though, that is not that hard, once you get a bit of know-how. I can tell from this video, that MikuMikuDance, probably wasn't the only thing used, but MikuMikuEfffects (MME) also. To add the backdrop and place that parallax scrolling white shadow behind the character.
If you are brand new to MMD and manipulating MMD models, your first projects are going to be like this, but don't lose hope! Everything takes practice.
