Normally, a battery indicator for a particular Bluetooth Headset is published by that manufacturer of the headset hardware for it to be compatible. Not all Bluetooth headsets support this feature, and the ones that do don't conform to a specific standard at this time.
Some of the Bluetooth manufacturers have apps like this for Android or iOS, but not for Windows Phone that I am aware of.
There is nothing in the Windows Store that I can find to accommodate this.