Counters and even a progress bar can be set up on a layout or in a window in FileMaker.
A loop Counter can be put on a layout in the form of a global field added as merge text or you use a number field. You can update the value with each group, you may need to refresh the window afterwards in some cases.
A progress bar can be simulated by filling a text field with text, such as a series of | characters or you can set up a container field or row of container fields and update their contents with different graphics to show a gradually filling progress bar.
I was inspired to create an example of a FileMaker 11 ONLY progress bar, using only global variables as Merge fields as the text and bar. It requires the Webdings font to get the bar.
There are 2 versions of it. One is all contained within 1 script; which seems simpler. Whereas the other is done with a "main" script running subscripts, which is more readable when combined with a real subscript to do the real "process within the Loop."
In both cases the Progress Bar layout is the SAME table occurrence as the layout/table where the loop occurs. Unless you have script steps that require the fields to actually be on the layout (copy/paste/clear, etc.), you should be able to do everything from that stripped-down layout.
Alternatively you could do the Progress Bar on a layout attached to a Constants (one-record) table's table occurrence. But this would require passing the current record number to that TO. Even worse, it would require switching layouts to the Progress Bar, then back again. It kind of depends whether that is worth it. It would have the advantage that the same Progress Bar could be used by multiple tables. Personally, I very seldom use progress bars; but sometimes they are great for really long (duration) scripts.
P.S. There's some extra stuff in the scripts, to do with resizing/centering the Progress Bar window (within the space of the original layout's window). It can be carefully commented out or removed. One reason I did it was because otherwise the progress bars stuff ends up off to one side, which looks clunky.