In this video, the presenter demonstrates how to download a device processing agent to a user's machine in order to migrate their device from a source to a target domain. They show how to download the agent, verify mapping data for the users, install the agent, adjust the polling interval in the registry, and check the agent status. The video also mentions the option to perform actions like ReACLing a user and cutting them over, and how to confirm the success of the migration by checking the user's profile folder.