There is no progress bar, you check these to see how much downloaded/left Code: BytesTotal : * BytesTransferred : * and you repeat the command from time to time
If you download from the insider site, scrowl back up and on the right side you will see a DL indicator bar ....
In case anyone was counting on the gpedit.msc mod to change how Windows Update works (say, setting it to "check for updates but let me choose"), it does work for small updates but not build updates, at least the way MS pushed out 9860, which seemed to completely bypass WU. I noticed this yesterday, when with the original build, I merely rebooted and noticed my bandwidth going crazy. The new build was downloading in the background, completely unprompted. When I went to PC Settings, it was ready to install.
I believe I read somewhere here, that there will most likely be no ISO for this build. Someone from MS was half-ass quoted saying that I think.