I haven't actually made any, but the basic idea seems simlpe. It looks like they have two pistons facing each other .If it's moving right, the piston on the left pushes the other piston right, then the piston on the right pulls the other piston in and it cycles through.
I looked closer and it still has that basic idea but it failed at first too. It looks like you need a frame between the pistons so they don't freak out. The one on the left pushes the main machine then an eraser cray erases the piston that was just put in so the piston on the right can push left and then pull in the left piston. With some messing around and reverse engineering the ones already made will make sense.