He talks about the wrongfullness of judging other people, and says "men tried to kill me" and admires female moral values. In other clips he says he knows he is "talking to himself" and living in fantasy (an issue in my own therapy back in the early 60s).
The DVD has many small extras, including a miniature of the show in NYC, and a video of his watching his own film, as well as more make-believe stories with the dolls.
The idea of models has occurred in other movies. In the 1980 David Lynch film "The Elephant Man", Joseph Merrick constructs a model of a cathedral (the film was in BW), as here on Flickr.
Pictures: Above: the Fairfield village from "Roadside America" in PA; below, my own model railroad around 1952 or so.