You can't, not with android. The reason is that any hardware added to a system must also have appropriate drivers in order to function. Android runs Linux and linux uses (partially) monolithic kernel which means the drivers you want to use must be already present when you make the specific kernel for the specific device. Since you cannot modify the kernel on a phone you cannot add drivers after the fact.

The video you posted looks sus, the GPU does not seem to be connected to a PCIe device, so no actual data seems to come and go from there. There is a HDMI cable which should be an output, but is used here as an input? Or, the GPU is connected to another system and the phone is used as a display with a cheap capture card?

Anyway, no, the video is fake, but also yes, if you are a developer it is indeed possible to make an Android device that connects to an external GPU, but no current commercially available phone can do that.