It's a very simple glitch to do and requires no skill at all. There's a small gap where Spyro can phase through the barriers on the corner of that wall kick and fall into some water behind it. You can go practically anywhere on the map, just as long as you return to the water to undo the swimming in air ability.
Funny how this glitch is in every classic 3D Spyro game (with the exception of the first one) despite being developed by different companies.
I do not own Spyro A Hero's Tail.