Never had to make one, but a very simple way would be to have a sprite made of 10 equal segments and simply reduce or increase the sprite by the required amount of segments, each time the health gets modified.
Of course the above example is cheating, and it would only work with the health being reduce or increased by 10, 20, 30 etc.... But it's a quick way to have a health bar.
I'm sure if you want something more complex you can also make it in WME.