How do strong players think during a game? What is the best chess technique?
I mean, how do World Champions think in a game? What happens in their minds?

Do they think of their moves in advance or they just know what to move because they have practiced a lot?

I ask this because I've seen some videos with really fast players and it is hard to imagine that somebody can think so fast.
When chess players play very fast, they think in much the same way that you think when you talk really fast. You don't think about nouns and verbs and grammar and dictionary definitions of words, although language is incredibly complicated; you have that all internalized. Good chess players have internalized the standard patterns of chess the way that you have internalized the standard patterns of speech.

Now, if you're writing a formal essay, with lots of time in which to write it, you'll spend lots of time thinking about how to construct your argument, exact word choice, possible objections of the reader that you want to address in advance, etc. Similarly, chess players think very carefully and deliberately when they have a long time to think.