In order to track progress, first you must click the orange "Start Course" button in the top right corner of the Member Options bar:
Once you've started a course, you'll see a "Mark Completed" button you can click for each lesson that you complete:
All of your progress data will be stored on your Progress Tracking page. Your most recent progress will be displayed on your Dashboard for quick access:
To remove a lesson or course from your progress, you can go to the lesson page and click the "Completed" button to reset it: