Can they do that? Put the image ahead of the car? I thought they projected it onto the windshield. But then, I have no idea how HUD works.
Yes, they use optical lens and mirrors to project the image on the windshield at a virtual distance from your eyes.
For car use, the projection distance is usually around the front of the car, for aviation/pilots use, they project the image at infinity.
And that's why a good HUD system is not cheap and much more complicated than those $20 ebay "HUD" display.