It's easy to do.
You need to create a new template view/frontend/templates/progress-bar.phtml with such a content:
<div data-bind="scope:'checkout'">
<!-- ko foreach: getRegion('progressBar') -->
<!-- ko template: getTemplate() --><!-- /ko -->
<!--/ko-->
</div>
Now you have to put it to your checkout_index_index.xml
<referenceContainer name="checkout.header.container">
<block class="Magento\Framework\View\Element\Template" name="progress-bar" after="checkout.header.wrapper" template="Vendor_Module::progress-bar.phtml" />
</referenceContainer>
And the last step - you have to remove the progress bar displaying logic defined in vendor/magento/module-checkout/view/frontend/web/template/onepage.html. For doing this you need to copy the file to your module, remove the following code:
<!-- ko foreach: getRegion('progressBar') -->
<!-- ko template: getTemplate() --><!-- /ko -->
<!--/ko-->
And define the template in checkout_index_index.xml for the checkout UI component.
Change:
<item name="config" xsi:type="array">
<item name="template" xsi:type="string">Magento_Checkout/onepage</item>
</item>
To:
<item name="config" xsi:type="array">
<item name="template" xsi:type="string">Vendor_Module/onepage</item>
</item>