The article linked in the question refers to the hot gas surrounding the galaxy, in what is known as the circumgalactic medium (CGM). The CGM, in turn, draws in gas that has undergone gravitational collapse and shock-heating during the process of structure formation.
Older version of answer concerning the gas within the galaxy:
The hottest regions of the galaxy are most likely heated by supernovae. A classic paper that describes how the three thermal phases of the interstellar medium ("cold," "warm", and "hot") are maintained, and invoking a connection between the hot phase and supernovae, is McKee and Ostriker 1977. See also this page for some helpful visuals. The high-velocity gas ejected in a supernova explosion collides with the gas in the surrounding interstellar medium, shocks, and heats up to millions of Kelvin.
Finally, some of the supernova-heated gas can flow back out of the galaxy and into the CGM, causing it to harbor metals which could only be produced by stellar evolution.