Okay I have worked it out. I know it must be very basic Xcode stuff - but if there is others who have the same issue as I had, here is what I did.
- Download the JEProgressView files from github. (https://gist.github.com/JohnEstropia/9482567)
- Import them into the project.
- In the storyboard (if you use that) select the current ProgressView, and in the right side of the screen under 'Identity inspector', in the field 'Class' enter : "JEProgressView"
Maybe it is placed a little different on the screen, and you have to adjust a little afterwards in the x and y frame settings. But after these steps it should work!
Pretty simple, but for a beginner like me it took some time to figure out :-P Hopefully this can save some time for other beginners ;-)