That's a great question! Last time I checked up on the status of this, funnel analytics were still in development. I don't know if they have been released - but I have seen screenshots like the one you show which turned out to be teasers for a funnel analytics module that wasn't actually done at the time. They may have released it since then, in which case I'd love to know about how it works.
It is possible to build your own funnel analytics using CDOs but it's a lot of work.