I'm sorry your post was overlooked.
1. How/where are these implemented?
This is the VM categories module and so it automatically pulls whatever categories you have setup in VirtueMart
2. Where is their content?
Under VirtueMart, just create categories and then they will show.
3. Do they use 'VM Products' or 'VM Search Products' modules?
It uses the VM categories module and published to the custom_2 position. The CSS styles it to output as you see on the demo.