How to film with auto-focus with nikon d3100?

I have 18-55 kit lens. But i don't know how auto-focus works. I want to film like on this video
but when i'm filming i don't hear any noises from my lens.

Half depress the shutter release (same as you would to get a still picture in focus) whilst filing your video.

Film?

You do mention video which is correct.

Look on page 43 and 45 which discusses auto-focus when using live view.