It's still 100% CGI compositing and definitely not all of them are real places or real objects.

In that specific 15 year old example they're mostly composited, you're right about that.

I love Ian Hubert's demos of green screening in Blender.

https://www.youtube.com/watch?v=RxD6H3ri8RI

His Blender Conference talk about photogrammetry / camera projection / projection mapping was fantastic:

World Building in Blender - Ian Hubert

https://www.youtube.com/watch?v=whPWKecazgM