Basically, they did it the same way it was GL did it on the Star Wars movies. She isn't really there is any sort of hologram, they use a green screen setup and add her into the video. Not really much more hightech than your standard green screen weather maps the TV stations have been using for years. Just a silly gimmick by CNN to awe people. You have to admit, it is more entertaining than the standard split screen discussions that are normally used for communication between two people in different locations.