The weblog that you have been looking at is dynamically generated. Whenever you go to the address, the web server runs a small program which looks in a certain directory for all the text files that it can find. Each of these files is treated as an "entry", and the program then generates a webpage based on the entries and passes that page back to you.
The image thumbnails are a little trickier. I have a separate program that takes a directory of images, prompts me for a description of each one, and then generates an html document for each image with appropriate thumbnails, etc.
If you really want the details, send me email and I'll send you the cgi/perl programs that I'm using...