No: the state will not be visible. For example, the state 'Declined' could be left out of the progress bar, even though it is a full state a case can obtain. A good practice is to select 'show' for states that are part of the 'happy flow', the flow you hope for a case. This way, a user knows what to expect. States in the progress bar appear in the order you specify in the configuration, meaning you can reorder them in any way you need.