In many cases, we can get volumes by integration, too. Suppose we have
a solid, like a sphere or a cone. To figure out its volume, we put it through
a meat slicer, figure out the (approximate) volume of each slice, and then add
up the slices. If each slice has area $A(x)$ and thickness $\Delta x$, then
each slice has volume $A(x)\Delta x$. Add them up and take a limit to get
$$\hbox{Volume} = \int_a^b A(x)\, dx = \lim_{n \to \infty} \,
\sum_{i=1}^n\, A(x_i^*)\, \Delta x,$$
where the left-most slice is at $x=a$, the right-most slice is at $x=b$, and
the cross-sectional area at position $x$ is given by the function $A(x)$.
As explained in the video, if we apply this method to a cone of height 1 whose base is a circle of radius 1, we get the integral $\pi \int_0^1 x^2 dx$.
The moment of inertia of a particle is an indicator of how much torque you need to rotate it around the origin. For a point particle of mass $m$ a distance $r$ from the origin, the moment of inertia is $mr^2$. But what value of $r$ do we use for a big object like a bar? The answer is to:
For a uniform thin bar of mass 1kg and length 1m, we find that each piece has mass $1 \Delta x$ and distance $x_i^*$ from the origin, so the total moment of inertia is $$\lim_{n \to \infty} \,\sum_{i=1}^n\, (x_i^*)^2\, \Delta x = \int_0^1 x^2\, dx.$$ This is the same integral that gives the area under a parabola, or the volume of a cone.