What video editing software do you have avilable to use? You will need a graphics program to create the blue text box and make a .png file with a transparent background. Then bring this into your editing program place it on a track above the video and reduce the opacity to suite, may be around 70%. Then create a text media event above the text box and type in the
wording. If you want the typing to be animated like your example you will have to do this over a period of time, which means type a letter move the cursor on the time line type another letter etc...... until you are done.
If you don't understand any of this search for a tutorial on YouTube including the name of the editing software you use for creating a text box in Final Cut Pro (or what ever it is).