showing a progress bar with android paging library

First of all you could broaden your question scope by asking about how to show a loading indicator in the bottom of RecyclerView instead of narrowing it to the Paging Library..

Secondly, you can easily show a loading indicator in the bottom of your list by adding an extra cell to the list that is just only for showing load indicator, the similar idea is used here to show the network status:

https://github.com/googlesamples/android-architecture-components/blob/master/PagingWithNetworkSample/lib/src/main/java/com/android/example/paging/pagingwithnetwork/reddit/ui/PostsAdapter.kt