Open Blizzard's Monolith map with your World Editor, See Import Manager, then Export these files from the map :
LoadingScreen.mdx
LoadingScreenBL.tga
LoadingScreenBR.tga
LoadingScreenTL.tga
LoadingScreenTR.tga
after that, open Adobe Photoshop... then, open those files, you will see that those files are a Loading Screen but separate into 4 files that is BL(Bottom Left) of the Loading Screen, BR(Bottom Right) of loading screen, TL(Top Left), and TR(Top Right)...
Then, separate your own Loading Screen same as the monolith map do(into TL,TR,BL,BR), save your work(remember, save it into .TGA format)
Open your map, import your loading screen(TR,TL,BR,BL), you will see the path will be like this :
war3mapimported/LoadingScreenBR.tga
war3mapimported/LoadingScreenBL.tga
and so on...
change it into :
LoadingScreenBR.tga
LoadingScreenBL.tga
and so on...(delete the war3mapimported/)
Here's are the screenshots :
Step 1 : Open Monolith Map
Step 2 : Export some files
Step 3 : Open exported files in Photoshop
Step 4 : Display of exported files
Step 5 : Open your Loading Screen
Step 6 : Move your Loading Screen to exported file(fit it but don't resize it)
Step 7 : Save it in TGA format
Last Step : Import the files