You enable the step performance monitoring in the Transformation Properties dialog box:
Step performance monitoring may cause memory consumption problems in long-running transformations. By default, a performance snapshot is taken for all the running steps every second. This is not a CPU-intensive operation and, in most instances, does not negatively impact performance unless you have many steps in a transformation or you take a lot of snapshots (several per second, for example). You can control the number of snapshots in memory by changing the Maximum number of snapshots in memory value. In addition, if you run in Spoon locally you may consume a fair amount of CPU power when you update the JFreeChart graphics under the Performance tab. Running in "headless" mode (Kitchen, Pan, Pentaho Server [slave server], Carte, Pentaho BI platform, and so on) does not have this drawback and should provide you with accurate performance statistics.