Angie I would assume that your example was piped right on the cookies. My guess is the cookie was piped in sections and let the area set before moving on. For instance you would pipe one leg let it set then pipe the next. You need to use an icing that will flow nicely but not run away from you. To get the puffy areas you just add more icing in those spots as you are initially piping the section.
Last summer I took a great class with Marta from the Cookie Lab. She does amazing pieces like this as well. It definitely takes a lot of practice but once you understand how much icing is needed to get your puffiness it is not so bad.
Angie, Julie Usher has some great tutorials on YouTube that should help you. There is even one that will show you the different consistencies you will need.