This chat bot and the one on the mendix platform are based on a plugin integrated with a 3rd party system to manage the chat bot.
I know we used Intercom when staring with a chat bot. Not sure if Intercom is still used or is replaced with another 3rd party pluggin.
You can use any provider, the only need you have is to create a widget as wrapper around the pluggin
Indeed as Rene said. You can select a chatbot provider/plugin of your choice (AWS lex, Microsoft, Intercom, ), and create a pluggable widget to connect your MX app with the service.