Main problem of showing progress bar in Blender UI is that while a script is running the UI is frozen. So the simplest (?) solution is to break execution whenever the progress status should be updated. For this you can use either timers or modal operators. The last one can't be switched on during all time of Blender execution and has some starting costs.
import bpy
from functools import partial
def show_progress(area):
if show_progress.iteration >= 100:
area.header_text_set(None)
return
else:
area.header_text_set(f'Loading {show_progress.iteration}%')
show_progress.iteration += 0.5
return 0.01
show_progress.iteration = 0
bpy.app.timers.register(partial(show_progress, bpy.context.area))
this doesn't work if you have a
subprocess.run(command)
running