Not to be rude or anything but like… they’re literally modeled and welded into player’s models (for example: Left Sleeves → Left Arm). Modeling them isnt really too hard when you’re good at Modeling. Same goes for Welding them into the player’s model too, you can either do it via coding or by hand.
The DW devs also open sourced their models so you can take a look for yourself
Rthro is r15, and while the default cages are for an rthro avatar, you can use caging meshes for a blocky avatar as well. Here they are probably just using regular meshes since all r6 avatars should be the same size and proportions, that or they use a custom r15 rig made to mimic the look.