Monitoring Progress of Index Construction in PostgreSQL
According to Postgres Wiki's Index Maintenance page, you can find out the current state of all your indexes with:

SELECT
  t.tablename,
  indexname,
  c.reltuples AS num_rows,
  pg_size_pretty(pg_relation_size(quote_ident(t.tablename)::text)) AS table_size,
  pg_size_pretty(pg_relation_size(quote_ident(indexrelname)::text)) AS index_size,
  CASE WHEN indisunique THEN 'Y'
    ELSE 'N'
  END AS UNIQUE,
  idx_scan AS number_of_scans,
  idx_tup_read AS tuples_read,
  idx_tup_fetch AS tuples_fetched
FROM pg_tables t
  LEFT OUTER JOIN pg_class c ON t.tablename=c.relname
  LEFT OUTER JOIN
    ( SELECT c.relname AS ctablename, ipg.relname AS indexname, x.indnatts AS number_of_columns, idx_scan, idx_tup_read, idx_tup_fetch, indexrelname, indisunique FROM pg_index x
      JOIN pg_class c ON c.oid = x.indrelid
      JOIN pg_class ipg ON ipg.oid = x.indexrelid
      JOIN pg_stat_all_indexes psai ON x.indexrelid = psai.indexrelid )
    AS foo
  ON t.tablename = foo.ctablename
WHERE t.schemaname='public'
ORDER BY 1,2;


The column num_rows indicates how many rows are covered by your index and index_size will grow as the index is being built.