Yeah, that is very hard to do. For one thing those guys used Maya which is an existing package, therefore all deformation are handled by Maya itself and not them. In fact basically the only thing they actually did was design the head, normal map and skin it, and then bone it so that it could deform correctly like that. Putting something that complex into an actual game is very difficult.

My suggestion is to start with the basics. GLScene uses bones and might have normal map support, if not the tutorials and pages I showed you will do a good bit of explanation and demonstration on how to do normal mapping.

No offense, but is this your first real attempt at programming, or at least game programming? If so you should probably aim a little lower at something a bit more achievable so as to prevent vaporware (IE, a project that is never completed or released).