I don't think they will do a video on this to be honest, because the hardware they mostly use and promote doesn't support it. VGA passthrough on Xen only works with processors that support full KVM hardware virtualization (socalled IOMMU), which means that on the Intel platform it has to support VT-d, a feature that is blocked on most X87 motherboards, and if it isn't blocked by the motherboard, it's mostly blocked in k-CPUs, so most "gamer" PCs.
Xen or QEMU KVM installs are perfectly possible on "business" hardware and mainstream laptops, so with non-k CPUs and B87 or Q87 motherboards, which are cheaper, but which have never been mentioned.
By the way, not only do "consumer enthusiast" or "gamer" platforms for Intel processors come with windows-only management software and block hardware virtualization (for no technical reason whatsoever, it's just to prevent people from using hardware virtualization), but most of the time, X87 platforms also show a lower fps in games than B/Q87 motherboards, up to 30% lower, when using the same CPU and GPU. That means that on your 30 USD cheaper 4770 and 300 USD cheaper B87 motherboard, you'll often get the same fps performance as on a 30 USD more expensive 4770k and 300 USD more expensive Maximus VI Extreme with a 30% overclock, which, as we all know, is almost never reachable on the Haswell platform.
For AMD platforms, this is less of a problem, if the CPU supports hardware virtualization, the BIOS usually does too, I haven't seen any motherboards yet that block IOMMU on AMD CPUs.
So in practice, first of all you should check whether or not your system supports Xen KVM.
Very simple to do that:
sudo modprobe kvm_intel
When that is answered by nothing or the confirmation that kvm_intel is inserted, that's good, and you have hardware virtualization, and you can do a VGA passthrough.
If it gives you the error "operation not permitted", that means that it won't work, and in that case you'll have to find out what happened by typing:
dmesg | less
Then you'll get all the kernel messages from bootup, just scroll down all the way to the bottom, and you'll see the kernel's response to your modprobe attempt.
If your system doesn't support hardware virtualization, you get either one of two messages:
kvm: disabled by bios
or
kvm: no hardware support.
If you get the first message, and your BIOS setup doesn't provide a parameter to enable "Intel VT-d" or "IOMMU", then your motherboard is blocking hardware virtualization.
If you get the second message, that means your CPU doesn't allow VT-d.
If you get the first message, and your BIOS does have an "Intel VT-d" parameter, and you can enable it, do so, then run the modprobe again, and check if kvm_intel can be inserted. If it can't, look at the kernel messages again, and if it says "kvm: no hardware support", your CPU has VT-d blocked.
For AMD processors, the same thing can be done, but using "kvm_amd" instead of "kvm_intel" when doing a modprobe. The intel and amd kvm modules are not intercompatibel, they use completely different processor logic.
I think it should also be said that with modern hardware virtualization technologies, there is hardly any performance overhead between running windows on the metal, or running windows in a virtualized container on kvm (Xen or QEMU). So people should only buy processors that support IOMMU and motherboards that don't block IOMMU in the BIOS. Of course, with the present promotion for overclocking enabled Haswell motherboards, and Intel k CPUs not supporting IOMMU, that would mean that Asus would not have any customers for their high end boards, because why buy a 400 USD motherboard with the main sales argument that it overclocks better but won't do IOMMU, when in fact, a 90 USD motherboard with a non-k CPU has IOMMU and gives a higher fps in games, right? It's just one of those things. Asus will not enable IOMMU on it's "gamer" or "consumer enthusiast" motherboards, because they won't sell a single one of them if people can only use a multiplier locked CPU on them, it defeats the whole purpose. And even when Asus would want to enable IOMMU in their BIOS, the X87 chipsets don't allow it, so Asus would have to make a top tier motherboard based on a Q87 or B87 chipset (which they would better do because as I said, it often results in a higher fps in games), and people would see right through that, and buy the 90 USD business model instead.
It should also be said that hardware virtualization is the single most important feature to have on your PC, just because of the fact that you can run an unsafe operating system like windows or OSX in a safe container, without performance overhead. I think the fact that it's wilfully blocked, is a case of prejudicial misrepresentation, and that those hardware manufacturers that participate in it, should reimburse consumers for any prejudice because of using unsafe software, as Microsoft itself has an exoneration in it's EULA, and can't be held liable for it's criminal negligence. I even believe that hardware manufacturers should supply systems with linux and kvm preconfigured, so that people that want Windows on their system, can only install it in a container. Even if they only use Windows, at least they will be able to do so safely, without having to worry about the linux container they are running it in. And I believe I'm not the only one that has thought of that possible liability hypothesis, so there you go, now you know why Intel blocks VT-d on it's "consumer" or "gamer" chipsets and processors, probably by request of system integrators that fear for liability.