Do they use any cement to hold them together?

The project used earth bricks to build a workshop building. On that building they used cement mortar between the bricks.

They found that did NOT work well. The mortar liked to break away from the bricks. The building itself is really neat looking, but the combination of cememt mortar and earth bricks really didn't work.

For the building worked on in the video, it DOESN'T use cement. Each brick gets an earth slurry, which makes the edges sticky and seals it to the other earth bricks it touches.

As far as I could tell, it seemed to make a very solid bond.

So no cement actually in the bricks?

Adobe blocks have the same issue with cement stucco. Cement-based stucco expands and contracts with moisture and heat differently than adobe and will crack and fall off. Mud-based stucco is much more compatible, though it also needs maintenance.

FWIW,
Tim