There are a few ways you can approach this....
1. If you wanted to make just a bar you could use the progess bar object and have it where each time your character sustains damage the bar goes down a certain amount.
2. You could also make a bar by using animation frames that disappear revealing a bar with less length underneath it each time the character is damaged. Or, instead of doing a disappearing approach, you could take a sprite object and put several frames into the animator, then have each frame correspond with the damage the character receives.
3. Another thing you could do is make a bar out of a single sprite, and each time the character is damaged you could decrease the length of the bar.
4. As for making a curved health indicator, you could do any of what's mentioned in #2.