プログレスバーをステータスバーの子ウインドゥとして生成すれば良いだけです。
#uselib "COMCTL32.DLL"
#func InitCommonControlsEx "InitCommonControlsEx" var
#uselib "USER32.DLL"
#func CreateWindowEx "CreateWindowExA" int, sptr, sptr, int, int, int, int, int, int, int, int, int
#define ICC_BAR_CLASSES $0004
#define ICC_PROGRESS_CLASS $0020
#define WS_CHILD $40000000
#define WS_VISIBLE $10000000
#define WS_CLIPCHILDREN $02000000
#define CCS_BOTTOM $0003
#define SB_SETPARTS $0404
#define SB_GETRECT $040A
#define SB_SETTEXT $0401
#define PBM_SETPOS $0402
dim t, 4 : t = 8, ICC_BAR_CLASSES | ICC_PROGRESS_CLASS : InitCommonControlsEx t
winobj "msctls_statusbar32", "", 0, WS_CHILD | WS_VISIBLE | WS_CLIPCHILDREN | CCS_BOTTOM, 0, 0, 0xFF00, 0
hStatus = objinfo( stat, 2 )
t = ginfo(12) / 10 * 9, ginfo(12)
sendmsg hStatus, SB_SETPARTS, 2, varptr( t )
sendmsg hStatus, SB_GETRECT, 0, varptr( t ) : t.2 -= t.0 : t.3 -= t.1
CreateWindowEx 0, "msctls_progress32", "", WS_CHILD | WS_VISIBLE, t.0, t.1, t.2, t.3, hStatus, 0xFF01, hinstance, 0
hProg = stat : if ( hProg == 0 ) : dialog "プログレスバーの生成に失敗" : end
repeat
repeat 100
wait 5 : sendmsg hProg, PBM_SETPOS, cnt, 0
t = cnt + 1 : s = " "+ t +" %"
sendmsg hStatus, SB_SETTEXT, 1, varptr( s )
loop : wait 50
loop