Well, for what it’s worth, you’d probably be better off posting at the Unity forums for a general question like this, but I’ll tell you what I think they did anyhow.
From looking at the screenshot, they are using a piece of geometry that is flat and circular, with the triangles shaped like a pie, and likely something like cylinders on the edges to give it a rounder feel. You’d have to make something like that in Maya, 3DS Max, or Blender as it’d be a bit difficult to fake in Unity. It could be done with direct GL rendering, but again that is a little difficult, and a little bit slower as well. The coloring is likely a texture using the emission channel on the shader, or something similar.