public class ProgressDialog : System.IDisposable  

var progDlg = new ProgressDialog("Running Geoprocessing Tool", "Cancel", 100, true);
progDlg.Show();

var progSrc = new CancelableProgressorSource(progDlg);

// prepare input parameter values to CopyFeatures tool
string input_data = @"C:\data\california.gdb\ca_highways";
string out_workspace = ArcGIS.Desktop.Core.Project.Current.DefaultGeodatabasePath;
string out_data = System.IO.Path.Combine(out_workspace, "ca_highways2");

// make a value array of strings to be passed to ExecuteToolAsync
var parameters = Geoprocessing.MakeValueArray(input_data, out_data);

// execute the tool
await Geoprocessing.ExecuteToolAsync("management.CopyFeatures", parameters,
    null, new CancelableProgressorSource(progDlg).Progressor, GPExecuteToolFlags.Default);

// dialog hides itself once the execution is complete
progDlg.Hide();