The guy in the video is evaluating the summation by converting the summation into the Riemann sum that is equal to a definite integral. See this Wikipedia article:
https://en.wikipedia.org/wiki/Riemann_sum
In the video, he starts with ##\lim_{n \to \infty} \sum_{r = 0}^{n - 1} \frac 1 {\sqrt{n^2 - r^2}}##
In the next step, he writes a Riemann sum and the definite integral the Riemann sum is equal to.
##\lim_{n \to \infty} \sum_{r = 0}^{n - 1} f(\frac r n) \frac 1 n = \int_0^1 f(n) dn##
He then works to convert the expression in the summation he's working on, ##\frac 1 {\sqrt{n^2 - r^2}}##, to make it look like ##f(\frac r n)\frac 1 n##. That fraction ##\frac 1 n## is the piece that you were missing, and which confused the people who have responded to your question.That fraction in the summation plays the same role as ##dx## in the integral.