In the minimap, a path appears, similar to the one used in Wings of Liberty campaign Train mission. Then a ton hell of banelings will follow the path, from one side of the map to the other. 

If you re brave enough as to get in middle of the path, you will be able to make a Nest (Which costs XX lumber). There is a chance for every baneling that goes near the nest that it will form a Baneling Nest, which will create controllable banelings over time as long as it lives, so take care of it.