Here is a photo showing the light source and a sample of the projection it made on the black background:
The model was then placed against the background and the shots were made. As the model moves, the light changes on her body. The Gobo is about in the middle of the spot light. There is a light source that is shining through the pattern and then is focused by the lens in front of the pattern.
You can do something similar by just using a slide projector as the light source and the slide would be the pattern that you would photograph before hand.