Your question seems a bit odd, besides being too open-ended to be useful. You can google and find tons of info about various systems.
A better question would be to ask yourself first would be, 'what you want to use the water for?'. Then you searches would probably be more relevant.
Are you looking to feed landscaping & garden or use as gray water?
Of course you can buy a nice expensive system as shown on your post link, or just direct you downspouts to available barrels and re-direct at will.

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Accurate Inspections & Consulting, Inc.
773/844-4AIC
Markus Keller