Remember that this is not electrical power that is being produced, but rather simple heat. To create 1 megawatt of heat requires about 37 gallons of propane per hour.
Thousand gallon tanks of propane are not unusual. Hidden natural gas pipes are not that difficult to create. As only heat is required, there are many ways to deliver it if the demonstration is not easily inspected from all sides.
How would he do that when he gave two units to two universities to be tested in their labs? Bologna and another one.