For a current project, I was thinking of implementing WebDAV to present a virtual file store that clients can access. I have only done Google research so far but it looks like I
I've found OS X's Finder WebDAV support to be really finicky. In order to get read-write support, you have to implement LOCK, in addition to other bits.
I wrote a WebDAV interface to a Postres database, where python modules were stored in the database in a hierarchical folder-like structure. Accessing it with cadaver worked fine, and IIRC a GUI windows browser worked too, but Finder refused to mount the share as anything other than read-only.
So, I don't know if if would give a progress bar. The files I was dealing with were small enough that a read/copy from them was virtually instantaneous. I think a copy of a large file using the Finder would probably give a progress bar - it does for any other type of mounted share.