I have a general questions on the definition of a flow of highlighted images defining where you are in a web application flow.
I want to buy some template online but I dont know what this UX methodology is called.
It seems to me you are looking for the "wizard" ui pattern. Here is a link that has a lot more information explaining the purpose and reasoning behind the pattern: http://ui-patterns.com/patterns/Wizard
To give the user feedback on where they are in the wizard either text or graphics can be used. I think this is the particular piece you are referring to.
The answer that was posted right before mine mentions the "steps left" pattern. From the link I shared with you here is the explanation of what makes that different from the wizard pattern which might help you know which one you actually are looking for:
I tend to call it a progress bar.
Showing progress is always recommended for a sequential process like an ecommerce check out.
A 'Wizard' may have a progress bar like this.