I am with Pommie for the basic explanation of how this works.
The water falling through the air is charged due to the "triboelectric effect", friction on the surface of the water stream.
The upper cans help to induce a charge on to the water stream flowing through them.
Where does the "energy" come from? Th water is falling, and so converting potential energy (height) into kinetic energy (motion) and a little bit of electrical energy.
If someone has a spare couple of hours, it should not be too difficut to reproduce this demonstration but using a bigger tank, bigger cans, bigger gap to produce a BIGGER potential.
JimB