The webpage also includes JavaScript to create two pop-up windows, one loaded with http and one loaded with https. Your browser may be configured to disallow all pop-up windows, in which case you won't see any.
If you load this page via HTTPS, i.e. as https://www.cs.ru.nl/~erikpoll/websec/demo/mixed_content.html you should see something different then when you load it via HTTP, i.e. as http://www.cs.ru.nl/~erikpoll/websec/demo/mixed_content.html If you load it through HTTPS, your browser should refuse to include the HTTP content (i.e. the first popup and the subpage) and display a warning in the location bar. (This about why showing HTTP content in an HTTPS page is not a good idea.)
Unfortunately for this demo (but fortunately for the security of users visiting cs.ru.nl), our web server no longer allows any HTTP requests, so you can no longer check how this webpage would behave if you load it over HTTP.