You could accomplish this with some custom microflow logic though.
You'll need to creat a domain model entity representing each step in the breadcrump (each page if you will...) and then make a self-reference on these objects so that you can associatie a step object with a parent step object.
Then by creating a recursive microflow you can create a list which can be used in a list-view, which in turn can be styled and displayed as dynamic breadcrumb.
This microflow could start with adding your current step/page object to a list and then retrieve the parent object. Upon succesfully retrieving the parent, add this one also the the list and make sure the microflow calls itself again. Keep doing this untill no parent is found anymore.
What I read you want is dynamic breadcrumbs. At this moment there is no such thing inside Mendix.
The next best thing out of the box is breadcrumb style links that you’ll have to configure for each page.