Yes and I read http://paulbourke.net/geometry/polygonise/

but I cant imagine how it exacly works :/

Any examples in directx?

Marching cube is this black cube on video, but what is isosurface?

The black cube in the video is not "marching cube". That's just the guy's editing cursor, a visual marker to show the location he's looking at to edit.

Marching cube is an algorithm, or set of steps, that can convert a density field function to a mesh.

An isosurface can be described as the set of all points where the density function is equal to some value, this value being the "isolevel".

To start with, you need to understand that your volume terrain is going to basically be a mathematical function that for some input (x,y,z) will return a value, or density, at that location. This output value is typically a floating point value in the range of 0 to 1. So any given coordinate location within the bounds of your world or level will have a corresponding density value. The iso-level parameter determines where the boundary between "solid" and "open" lies. If you set iso-level to 0.5, then any (x,y,z) location whose density value is less than or equal to 0.5 is considered "solid", while everywhere else is considered open.

The tricky part in this type of thing is generating a mesh that follows the iso-surface of the density function at the threshold of iso-level. The Marching Cubes algorithm is one such technique. It operates by splitting the volume up into discrete cubical cells, and evaluating the density function at each corner of each cell. Cells where some of the points are "solid" and others are "open" are considered to be parts of the iso-surface, and the algorithm will generate a small bit of mesh geometry for this cell, representing a divide between the solid and open cells. Once all surface cells are evaluated, the resulting pieces of geometry are consolidated to form the surface mesh of the volume.

The term "marching cubes" comes from the mental metaphor of cubes "marching" across the surface of the volume, since an optimization in the algorithm includes starting at a known surface cell and recursing out to neighbors of that cell that are ALSO surface cells.