It might depend on how you set your specific project. E.g. if you use Automated Kanban you’ll get a TODO columns associated with new Issues, a work-in-progress column for Issues which are being referenced in PRs and commits, and a Done column for Issues which were closed (i.e. all this via autolinked references and URLs or manually set in PRs or commits comments).
The task bar, if I remember correctly, indicated the status of pending Issues (or cards) found in the TODO column vs the Done column of the project; whereas the “1 of 3” notation indicates the status of Issues which contain task-lists in their main entry post — if not exactly this way, the principle is correct, i.e. there’s an overall progress indicator for the project tasks as well as for its single issues.
Milestones also operate in a similar way.
You can also manually create and configure the various Project columns yourself, telling GH how to handle automatic insertion of new tasks, decide when they are WIP or done-with.
If you’re not seeing any progress status in your projects, than it might be due to lack of columns settings that allow GH to distinguish between pending and done tasks.