Well, he uses something called a talkbox. Basically it runs the sound from your guitar into an amplifier, out a speaker, and into a tube where you can manipulate it by changing the shape of you mouth and depth of you throat. They run about a hundred dollars but you can build one for less.
These sites help me link1 link2 link 3
Step 1: Supplies
1 Horn Driver Here is the one I got (I might change it out for a better one soon)
* The impedance of the speaker needs to be the same as the one in your amp. I used these links to figure out what I needed.
My Amps Manual
1- practice amp (mine is a Marshal MG10 I got with my first guitar. Don't do this to your best rig.)
1- piece of 1" flex PVC pipe
3- hose clamp (got it in the plumbing department it had 1/2" threads and fits the 3/8" hose)
1- 1 PVC Coupling
1- PVC Reducer 1"x 1/2"
1- 1/2" PVC Female Adapter 1/2
1- some length of 3/8" black vinyl tubing
1 - piece of 4" wide PVC
2- 4" PVC Caps
1- 2PDT switch (I wanted a stomp switch. You could use 2 spdt switched for cheap)
3- adjustable metal bands (one small and 2 big)
1- liquid silicone (optional)
1- flat black spray paint (optional)
1- pocket full of dreams *A MUST*