I am trying to understand the concept of clique graph. So I found this page. But I do not understand the example and what "graph intersection" is.

Can somebody explain to me why $K_4$ is a clique graph of $G$?
All I understand so far is that this particular graph $G$ has 4 cliques they are all $K_3$.
If we have some collection of sets, the intersection graph of the sets is given by representing each set by a vertex and then adding edges between any sets that share an element. (Wikipedia has a nice picture in the intersection graph article.)
The clique graph is the intersection graph of the maximal cliques.
As you note, $G$ has four maximal cliques.
Each of the four cliques shares at least one vertex with each of the other cliques, so in this case the intersection graph is complete.