Here are some individually addressable pixels in a fairy light-style string with a DMX controller to go with em; just power them all with a 5v supply.
Lights:
Controller:
Trying my best here - but you've only got two wires. I don't think those are addressable.
The controller you have in your computer has the data pins soldered, that's the D+/- pins. If you're looking for a complete controlled system, you'll want WS2811 or WS2812 lights, like these. (You don't need waterproof ones, those are just a quick lookup - unless you plan on putting them outside).
Another way to check would be to see what the output dc voltage/amperage rating on that usb plug is. If it's only 1A, they likely aren't adressable.
The board being used in your 'goal setup' appears to be a ESP8266 or ESP32 development board.
Can you link the guide you're following?