How to make parallax effect like tokiolab.it?

I read a lot about jQuery parallax and I just don't understand it. I want to do the same thing as this site:

http://www.tokiolab.it/#/

As you can see, the first page is an animation that is very simple, but when you scroll to the next page, it starts to cover part of the first. Maybe someone helps me a little, I know that you need to use z-index, but how do you achieve this effect? It doesn't seem so complicated, maybe a fixed background or a fixed div, any ideas?

Thank you so much! Thanks in advance!