A good place to start is the documentation available at https://world.mendix.com/display/docs/Overview.
As for your question, if you want the message to be triggered from your microflow, have a look at the following: https://world.mendix.com/display/refguide5/Show%20Message
If your goal is to show a progress bar while running a microflow, see (specifically the instructions for the Advanced tab): https://world.mendix.com/display/howto40/Configure+a+microflow+button