How to make a loading screen with a custom image?
To insert a custom image it you'll need to first create your image and upload it to ROBLOX as a decal. Once you've done that you can get the id of that image and copy it. Go to ROBLOX Studio and insert a image label and in it's properties theirs a tab called image where you can either upload one from your desktop or just paste the idea you copied.
In case you are meaning the ROBLOX loading screen, the one that every game has. Here is a good tutorial for it: https://www.youtube.com/watch?v=rb6lUFCtvgc&t=28s