It's a magic wall!
The Russian stage act includes a "magic wall", which is first only used as a projection screen but then turns into a climbing wall: Sergey ascends stairs projected onto it, then lies down, and even jumps to the very top. During the last chorus he stands on top of the wall. In the end, his "only one" appears, catching a star projected on the screen.
More details on: eurovision.tv
Video: © The official Eurovision Song Contest channel on YouTube