In the video the instructor says "This song is in A minor", I believe he is talking about the lead guitar breaks in Am pentatonic.

However, If you look at the sheet music for the lesson, the key signature is 3 sharps, which would indicate A major.

There are natural signs cancelling out the sharps to make what would be a C#m chord a C major. The natural signs also give you the G major chord.

I would look at it as modulating (changing keys) from A major to G major for that bridge section. The E major chord would be the V chord in (the key of) A major.