Here is a list of what I do in the video:
(i) Make some space for Arch Linux in Windows
(ii) Make a bootable installation media for Arch Linux (Not covered in this tutorial)
(iii) Attach it to your computer
(iv) Shutdown Windows after disabling fast shutdown. And use the command shutdown -s -t 0 to do so.
(v) Boot into Arch Linux Installation media in UEFI Mode.
(vi) Create two partitions in that empty space: (a) Swap (b) Root Partition
gdisk /dev/sda
n #Wanna create new partition!
#Hit enter, don't care about partition number
#Hit enter, automatically first sector will be starting of unallocated space
+2GB #Specify the size of the swap partition
8200 #Hex code for the Linux Swap partition.
w #Write changes to disk
Y #Confirm!
Type gdisk -l /dev/sda to find out the partition number of the swap partition. In my case, it is 5.
mkswap -L "Linux Swap" /dev/sda5 #Linux Swap is the label
swapon /dev/sda5 #Turn on swap!
free -m #Last line will confirm whether swap space has been turned on or not.
#Time to create partition in which Arch will be installed.
gdisk /dev/sda
n #Wanna create new partition!
#Hit enter, don't care about partition number
#Hit enter, automatically first sector will be starting of unallocated space
#Hit enter, automatically rest of the unallocated space will be filled
#Hit enter, default Hex code for the Linux Partition.
w #Write changes to disk
Y #Confirm!
(vii) Format the partition into filesystems.
Type gdisk -l /dev/sda to find out the partition number of the  newly created partition. In my case, it is 6.
mkfs.ext4 -L "Arch Linux" /dev/sda6 #Format the new partition with ext4 file system.
(viii) Mount the partition in which Arch Linux files will be present to /mnt
mount /dev/sda6 /mnt
(ix) Use pacstrap to initialize the Arch Installation
If you are behind a proxy server, type: 
export http_proxy=http://proxy_ip_or_domain:proxy_port
pacstrap /mnt base
(x) Find and mount the efi partition to /mnt/boot/efi
mkdir -p /mnt/boot/efi
#Type gdisk  -l to figure out the partition number of the existing EFI partition. In my case, it is 2.
mount /dev/sda2 /mnt/boot/efi
(xi) Generate the fstab, so that required partitions are mounted on reboot.
genfstab -p /mnt | tee /mnt/etc/fstab
(xii) chroot into the arch installation.
arch-chroot /mnt
(xiii) Configure timezone, generate initial RAM disk.
#Chang password for root user
passwd
ln -s /usr/share/zoneinfo/Asia/Kolkata /etc/localtime
mkinitcpio -p linux
(xiv) Install the bootloader. I use grub.
pacman -Syu grub efibootmgr
grub-mkconfig -o /boot/grub/grub.cfg #Generate initial grub config.
grub-install /dev/sda
(xv) Install the desktop environment, display manager, and vim and xterm.
pacman -Syu gnome-desktop xterm vim gdm sudo
pacman -Syu wpa_supplicant  wireless_tools networkmanager network-manager-applet gnome-keyring
systemctl enable NetworkManager.service
systemctl enable wpa_supplicant.service
systemctl enable gdm #Start gdm on boot
(xvi) Create a new user and add him to the group wheel.
useradd -G wheel -s /bin/bash -m  -c "Nehal J Wani" wani
passwd wani
(xvii) Reboot into Arch Linux
reboot
(xviii) Install os-prober. Regenerate grub configuration. Reboot.
pacman -Syu os-prober
grub-mkconfig -o /boot/grub/grub.cfg 
Done! Now you can choose between Windows and Arch Linux at the start. Yay!