How to implement Steps progress bar in Codenameone?

You can just use toggle buttons to represent every step in either box or flow layout. Roughly something like this (didn't test it):

public Container createSteps(String[] labels, ActionListener[] actions) {
    Container cnt = new Container(BoxLayout.x();
    CheckBox[] steps = new CheckBox[labels.length];
    for(int iter = 0 ; iter < steps.length ; iter++) {
        steps[iter] = CheckBox.createToggle(labels[iter]);
        steps[iter].setTextPosition(BOTTOM);
        steps[iter].setMaterialIcon(FontImage.MATERIAL_CHECK_CIRCLE);
        steps[iter].addActionListener(actions[iter]);
        steps[iter].addActionListener(e -> {
           for(int x = 0 ; x < steps.length ; x++) {
               if(x != iter) {
                   steps[x].setSelected(x < iter);
               }
           }
        });
        if(iter > 0 && iter < steps.length - 1) {
           cnt.add(new Label("---"));
        }
        cnt.add(steps[iter]);
    }
    return cnt;
}

You can determine the color via styling on the pressed and default styling. You can also have the loop above customize things like different icons for every stage.