No. They weren't. That's the idea. By exploiting some bugs, they managed to make the game execute arbitrary code. The menu, the two games and the victory screen

No. They weren't. That's the idea. By exploiting some bugs, they managed to make the game execute arbitrary code. The menu, the two games and the victory screen were all programmed by manipulating the RAM using nothing but controller input. This is why it's so bloody impressive.