Hi Dalmer,
The reference page seems to be using a third-party script library for this. Third-party implementations like scripts are outside of our scope of support.
But to help you out:
The site reference isn’t doing a parallax. It seems to be using fullPage.js.
It’s a script library that lets the users turn sections into carousel items.
Check here to know more about fullpage.JS https://alvarotrigo.com/fullPage
Also check this one – https://alvarotrigo.com/fullPage/wordpress-plugin-gutenberg/