ProgressBar в WebView

В методе onCreate(), где вы инициализируете ваш WebView:

@Override
protected void onCreate(Bundle savedInstanceState) {
super.onCreate(savedInstanceState);
setContentView(R.layout.web_view);
web_view = (WebView) findViewById(R.id.web_view);
web_view.setWebViewClient(new MyWebViewClient());
web_view.loadUrl("https://example.com/abc");
progressDialog = new ProgressDialog(this);
progressDialog.setMessage("Загрузка...");
progressDialog.show();
}

WebViewClient:

private class MyWebViewClient extends WebViewClient {
@Override
public boolean shouldOverrideUrlLoading(WebView view, String url) {
    view.loadUrl(url);
    if (!progressDialog.isShowing()) {
        progressDialog.show();
    }
    return true;
}
@Override
public void onPageFinished(WebView view, String url) {
    if (progressDialog.isShowing()) {
        progressDialog.dismiss();
    }
}

Ответ взят c SO.com