That's cool then... Wow. I already made my own, but without the graphics...
They set into the wall just as you said Justin. You cut drywall between studs on a wall, preferably interior. Watch out for wiring, just plut it in and screw it to the studs once it's leveled and shimmed, and voila.

That's exactly what I built, except it's going to have beveled glass adjustable shelving and beveled glass doors. There's an upper and lower portion, as it was fit to an area with a light switch and which was already damaged. Still haven't bought the glass bits, but the shelf is in the wall and has been for a while. I'm just such a lazy schmoe about finishing this project. I was already onto something else, haha. I should just go buy the glass and get it done asap.