For a TextureProgress, you create several images that will basically be drawn on top of each other. I haven't used a radial one yet, but here are two examples of textures for a linear TextureProgress; for a radial one, you could use something similar, it'd just be a circle instead of a line.
In both of those pairs, the top image is what I'd set as the "Under" texture, and the bottom is what I'd set as "Progress". (I have yet to use the "Over" texture slot, but you could use it to do things like make your progress meter appear to be behind glass, or have shiny effects on top or whatnot.)
Anyway, you set the images up like that, and depending on the value set on the TextureProgress, a proportional amount of the top image will be drawn. So for the top example, assuming it's set as linear left-to-right, if you set the progress value to 60, you'll see three teal squares followed by two black ones. If you set it to 80, you get four teal squares. If you set it to 90, you get four and a half teal squares. And so on. Or, if you want a continuous bar from 0 to 100, you can use images like the bottom set.
It's a pretty intuitive control once you start playing with it, so I recommend just adding one to your scene and messing around till you get it how you want it.