flaviodamaia,
The ProgressBar control has not yet been implemented into the Coolite Toolkit. It use to be slotted for the 0.6 release, but I believe it got bumped so the developers could focus on the AjaxEvents and GridPanel. Also, there is not mention of this control on the upcoming releases following 0.6 (
http://www.ext.net/support/).
However, if you really need the control now, you should be able to add a ProgressBar by injecting the needed JavaScript code into your page. Unfortunately I can't help you out with an example, but I'm sure if you search the forums, you will find some examples.