Hi, First, can you please send me the link to this image on Pinterest, so I can put it in your post instead of the image? US copyright law and site rules prohibit the posting of others' images on this site without their permission, even in this way. But you can link off to any image so people can see it on Pinterest or wherever it was found.
Second, it's made by brushing on very loose royal icing, very similar to the way @Manu biscotti decorati did the ruffle in her recent embroidery tutorial in our blog. So you might check out her tutorial, as she explains the method well there.