The technique is all about using eBay as a marketing tool, not a way to generate profit. You establish your own website, fully stock it and then tale a range of selected items from your stock profile to market through eBay. The trick here is the listing price, with the idea being to be as cheap as possible to get the most interest, so listing at cost (your cost that is, including shipping and all other outgoings) or even listing lower than cost.
A lower than cost listing is called a Loss Leader and is quite often mistaken by people as a retail price. They look on eBay, see an insane price and then confuse that with thinking that the seller must be making profit and can't work out why they can't find the same product for a price that would allow them to compete. Of course you can't compete with a Loss Leader, that's the whole point!
So now you have a product that everyone wants, you makes sales and you then market your website directly to that customer. Offering them and a friend something like a small discount next time they purchase through your store and so on. This then in turn starts driving traffic to your online store, away from your eBay platform.
To encourage inquiries on a listing, just can use a tag marketing technique. For example, if you have a listing for a green hat, then you can also mention in your listing that you also have blue, lemon and wild mango colours also available, contact for more info. Now you have to be subtle, because it is borderline use of eBay, but it can generate the inquiry, at which time you can then advise the customer that you have that product available in your store and direct them there.
Of course you can use URLs in the eBay messaging system, you just can't use email addresses.
That's one of the more popular ways of using eBay as a sales funnel.