The concept for the progress field is the same for processing your import as procesing records for a report.
In your import procedure, just set the progress value per the docs as usual.
Then, in the form where your progress field is located, find where the progress is updated. You should find a variable called Loc:Progress. If I remember correctly, you should find a condition like:
If Loc:Progress = 100 ...
Add your code based on that condition to call a popup message or inform the user with the generated "hyperlink."
Good luck,
Don