That is using the Erlang array module directly from the Elixir REPL, including such fancy features as rebinding on the single variable name `my_array`.
The Erlang docs say this about the underlying data type:
"A functional, extendible array. The representation is not documented and is subject to change without notice. Notice that arrays cannot be directly compared for equality."
Based on my REPL test, at least when the element count is small, it looks like they're using tuples; specifically a tuple nested inside another tuple where the outer tuple is defining the array metadata.
I think the reason I've not used the Erlang module is that the Elixir Enum module (https://hexdocs.pm/elixir/Enum.html) is sufficient for the cases where I'd want some sort of indexed data structure. Typically though if I'm indexed I'm really after some sort of associative array and maps are sufficient for that case.
Erlang has the array module, which IIRC uses lists of tuples internally to simulate arrays. I assume that's what they are referring to.