Thermoforming is done with hot water, a hair dryer or a heat gun. PLA’s glass transition temperature is around 80 °, so hot water is enough to make it malleable.
The bicep piece is thermoformed into the shape provided for this purpose and provided in the files, with the forearm on a rolling pin.
A video explaining very simply the thermoforming can be found on the Thingiverse page of the arm
