Keep in mind that this article refers to the "Apprentice" theme feature. We do have a stand-alone plugin as well, called "Thrive Apprentice".
You can activate the Progress Tracking feature in the Apprentice options:
When activated, this feature will add a checkbox like this to the bottom of each lesson:
Your members can use this to indicate they have completed a lesson and keep track of which lessons are still open. In the Apprentice Navigation Widget, they will also see different lesson icons, depending on whether a lesson is new, in progress, or completed: