ENH: add progress bar when creating local indexes

[theroggy]

No description provided.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 63.88%. Comparing base (35a6b74) to head (66b63c0).
⚠️ Report is 41 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #158      +/-   ##
==========================================
+ Coverage   63.86%   63.88%   +0.02%     
==========================================
  Files          36       36              
  Lines        4657     4660       +3     
==========================================
+ Hits         2974     2977       +3     
  Misses       1683     1683              

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