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.
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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:
The Wizard pattern is very similar to the Steps Left pattern. The difference between the two is the focus. Where Steps Left is focused only on explaining the steps of a process, the Wizard pattern is about parting dependable sub-tasks needed to perform a complex goal into separate steps.
The Wizard pattern is also different from the Steps Left pattern in that the steps needed to perform a goal can vary depending on the information inputted in earlier stages. In this way, the Wizard pattern separates itself from being merely an visible aid for the user.
I've seen it referred to as "steps left."
I think that is a progress tracker or progress indicator.
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.