First off welcome to the forum.
Now I'm no web designer (I'm 3D design) but I'd guess it's done somewhere along the lines of this
FIrst bit - the zoom - css3 animation in multiple transparent png image layers, zooming from say 125% for outside the screen to 100% for the full screen image to give the illusion of 'depth of field'. Although looking at the code it could use javascript linking into data-src attributes....
There's a parallax background (there's plenty of jquery scripts for this but
this one should cover your needs or I've got a really simple vertical scroll one if needed, they look to be using scrollr) when you scroll. There are some transparent pngs as you scroll too to show the background as you go further down (the 'caves' for example)
The menu is a type of sticky menu that sticks at a set point.. you could use waypoints for this althouh I'm sure I've seen some other jquery scripts that do it too.
I have no idea on the heading 'swirls and lines'
If I was you I'd look at the code (I did

), most browsers allow you to see it, you'll likely understand more than me.
I would caution you about copyright etc, you can be inspired by it but don't go 'copying it' exactly
