I would guarantee that graphic was created with Adobe Illustrator, or a similar vector drawing program. Transparency is simple in that kind of program. When you want super clean lines, color, and crisp edges, Illustrator can’t be beat, I’ve used it since version 1.0 commercially and to create objects/text/etc for use in Photoshop.
To create similar in Photoshop, there are a couple of ways, I would draw the objects with the pen tool, then make a selection from the path layer, and fill it with color on it’s own layer, and then use the opacity tool to adjust the transparency, or, if you want to resize the object and retain the sharp edges, convert the layer to a Smart Object.
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