Yeah, there's a little non-obvious trick to talking about properties of Turing machines in the language of arithmetic, which is essential to understanding this.

The first thing you do is to use a little number theory to define a bijection between natural numbers and finite lists of natural numbers. Next, you define a way to encode the status of a Turing machine at one point in time as a list of numbers (giving the current state and the contents of the tapes); with your bijection, you can encode the status at one point in time as a single number. Now, you encode execution histories as finite lists of status numbers, which your bijection maps to a single number. You can write "n denotes a valid execution history that ends in a halting state" (i.e., n is a list of valid statuses, with the first one being a start status, the last one being a halting status, and each intermediate one being the uniquely determined correct successor to the previous one). After doing all this work, you can write a formula in the language of arithmetic saying "the Turing machine m halts on input i", by simply saying "there is an n which denotes a valid execution history of machine m, starting at input i and ending in a halting state".

Now consider an execution history consisting of a "finite" list of nonstandard length.