In this tutorial with a prototype board, some power source was available: https://www.ardusimple.com/simplertk2b-connection-via-bluetooth/
If you are powering the board from USB/Pixhawk connectors, the only way to use these 5V is by using the 5V_OUT.
If you are powering from an arduino UNO / ST Nucleo, the 5V_IN can be used at the same time to power any additional components. In the video that you mention this is the configuration that is being used.
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