Aximmetry have some examples about Lower thirds which you can find it in the following folder

Aximmetry\Projects\Studio\Lower Thirds

these tools can help in making new lower thirds

basically you need to add root node with text and background nodes to create simple lower third.

The Crawl section in News Room is only a demonstration of the visual capabilities, and was not built using the recommended official Lower Thirds tools.
So, instead starting from that demo,  I recommend building your own Lower Thirds from scratch, as Ahmed described above.

But to answer you question, the upper parts comes from the BREAKING compound. Inside it the texts are circulated from a Switch Text module (the texts themselves are found in the Switch Text).
Unfortunately the BREAKING NEWS text itself is baked into the background image  (NR_NewsLine)