Methane is easy to produce. Basically, anything that rots produces methane.
They didn't go into details, and I never took chemistry, but they may not even need methane. From my very basic understanding of chemical chains, triglycerides are made from carbon, hydrogen, and oxygen, and methane is hydrogen and carbon. So you could theoretically convert methane to triglycerides by combining w/ oxygen, but you could also do the same by extracting carbon and oxygen from CO2 and oxygen and hydrogen from water.
Fertilizers are typically generated from natural gas (methane), but green ammonia exists and is produced from air and water and can replace the fossil fuels in fertilizer production. The same could absolutely make sense here.