There are actually three separate coils in that circuit, the ground wire and the two conductors. It is possible to induce a voltage in these coils with a magnetic field or proximity to a powerful radio transmitter or magnatron.

The voltage in the coils depend on the number of turns of wire in the coil and the energy source. That is how mechanical transformers work.

A spark will not be stored or amplified, nor will electrons continue to rotate in the circuit due to electrical resistance.

Theoretically, it is possible for a coil plugged into itself to heat up in the proximity of high-voltage power lines or a high wattage radio station.

I believe that the video is a hoax.