Make bar images, then load them as HUDs into the game through a script. Since this script should always be running, it would be best to put it onto an entity that is Always Active (Dynamic lights are always active so those work well, too)
Now, once you've loaded the HUD, here's how the bar works:
(This is if your bar is vertical)
:state=0:dimvar=HealthBar
:ALWAYS:setvar=HealthBar $PH,divvar=HealthBar 5,scalehudy=<name of your hud> %HealthBar
(This one is if your bar is horizontal)
:state=0:dimvar=HealthBar
:ALWAYS:setvar=HealthBar $PH,divvar=HealthBar 5,scalehudx=<name of your hud> %HealthBar
These are assuming that your character has a max health of 500. If it's anything different, you'll need to change the "5" in the script to reflect that. So, if the player's max health is 100, you'd change the "5" to a "1".
The one and only,