Most likely they do it with a div or other block-level HTML element with JavaScript being used to change its "display" style setting from "none" to "block", and innerHtml or various DOM commands to control the content.
I'm sure if you googled a bit you could find something out there, or even do a View Source on an applicable phpMyAdmin page and see what JavaScript it uses (maybe it even gives credit to its source and you can go to its site).