On Khan Academy, the problem involves this picture of a triangle:
In the problem, we must solve for the theta angle, so in the explanations, the triangle was broken up into a square so that there is the same angle theta on another triangle.
Here, how do you explain the same angles in this triangle and the one in triangle KGJ? Perhaps an idea being a certain rule of right triangle trig to be followed.


It must be noted that they are corresponding angles. Under the "Corresponding Angles Axiom", we state that
"When a transversal (here, the line $t$) cuts two parallel lines, then the corresponding angles ($\alpha$ and $\alpha_1$) are equal."
This is an axiom, and can be visually shown by superposition.
In your case, the line through $K$ at $HF$ is parallel to the line $GF$, and line $GH$ is the transversal. Hence, the angles under consideration are equal.