Lorna, I just re-watched that part of the segment, and the foot is not mentioned. It looks to me like it's probably a free-motion foot, but she's not using a Bernina, so I'm not sure what she used.
When I do free motion sketching, I use Bernina's darning foot (#9) or the freehand embroidery foot (#24):
http://www.berninausa.com/product_search-n25-sUS.html
I also use a single needle throat plate:
http://www.berninausa.com/product_detail-n26-i84-sUS.html
and drop the feed dogs while I'm stitching.
Using the single needle throat plate lessens the sideways drag on the thread around the bobbin case that you get when you use the zig-zag throat plate when doing any kind of free motion stitching, whether it's thread sketching or free motion quilting.