The GUI, my guess, is that its lowlevel C++/.NET programming...
Trainers are part of the program. Or you can say a copy of the same product which is limited to click on highlighted areas as per the tutorial goes on by restricting clicks.
And regarding size, don't think integrating videos and all will raise the size in that way you are thinking, as exe is highly compressed.
One I came across a crack which was about 10MB or something but it extracted the thing to around 700MB. It use Uharc
Trainers work by manipulating values on the memory... thus you can have infinite ammo health/sheild etc etc..
and intro videos are not videos in the strict sense.. those are just codes which manipulate the pixels based on the algo. just like a simple 2d game on a script. the more elegant the intro, the more talented the coder..
and that Uharc is crazy a$$ algo...