The final page of the wizard displays the Import File Name and the progress of the task. For smaller files, the status bar will progress quickly. For larger files, it will move much more slowly. You can leave this page at any time and the import will continue.
To check back on the status later, go to Tasks > View Tasks. In the Filter field, type the keyword 'import', or enter the name of the List you are importing into. You can check the Status and the Estimated time to complete the task.