If you are using ssh as shown in the youtube video then your connection is secure. By logging into your server using ssh all communication between the server and client is encrypted regardless of how it is being used.
The process in the video is called tunneling. Despite VNC not being encrypted all its communication between the client and server is being passed through ssh which is encrypted. As stated the firewall should be blocking the VNC port so connecting without the tunnel is not possible.
https://en.wikipedia.org/wiki/Tunneling_protocol
However, there are additional steps you can do to further secure ssh. Use keys and disable password authentication.