yea they pretty much save all the images/source there are programs out there that will do it for u but always best to make sure before logging into anything you check and make sure the link is perfectly spelled correctly etc
It's simple. I could do it. They just saved the page and uploaded it to their own website. The only thing they changed was what the login button does. Instead of logging in it just saves the username/pass. You can view the code of most pages by right clicking then clicking "view source".
It's basically just phishing. It's pretty easy to copy a website and manipulate where the data flows if there's a virus on your computer or the website is not legit.