Hi and welcome @murondo!
The answer is as short as disappointing: You have to code it all yourself. Nextion does not come with a widget that does this out of the box. It’s unfortunate that they decided do go for such misleading pictures/animations.
While it is possible to code it yourself, I honestly cannot recommend it. If you’re already hitting the limits of Nextion before getting started, leave it alone, it is not the right product for you. Nextions benefits are that you can drag and drop your UI using the built-in widgets. That makes development easy and fast. If you need stuff they don’t offer, their language and ecosystem becomes a true pain in the ***. No global functions, no arrays, no libraries, only most basic math (not even () or operator precedence) - that’s not the environment you want to start coding custom widgets.
You should think about learning and using lvgl. Among other advantages it comes with a built-in widget for a circular slider 
And unlike Nextion, lvgl looks (almost) as nice as in the pictures out of the box.
Since you explicitly asked for references for such a slider on Nextion there are none AFAIK. Sonoff were the first people insane enough to do it on Nextion. In the UNUF discord people are working on it but it either doesn’t look nearly as pretty or it’s way more work than they’re willing to spend (which means something).
I somewhat covered this topic within another recent post of mine (bottom of the first post): Unleash your Nextion
Kind regards,
Max