A large current is sent through a wire held taut between two insulated rods with leads on them. This will cause the wire to heat up until it glows red hot and goes slack as the metal approaches its melting point. A small mass can be hung from the center of the wire to accentuate the softening of the metal and even cause it to break. Flash paper can be wrapped around the wire to light it in fire.
You are essentially shorting the output of a power supply through a piece of metal. This presents both a shock hazard and a fire hazard, since the metal heats up until it glows. Handle with care.
J3, top; flash paper I3