There is a very easy way to make custom loading screens:
1. Go to the tool section.
2. Download "World Editor Unlimited"
3. Install it and start the enhancer.
4. Go to "edit map"
5. Change tab to "imported files"
6. Just give the program your picture and it does the rest.
I wouldn't waste my time with WEU since it's out-of-date, well I'll show you the steps if your using regular WE.
Before using World Editor
1. Get a program that can change the file type and resize it, Infanview will do it.
2. Get a 1024x768 picture
3. Resize it to 512x512, next get either Warcraft III Image Extractor II, or Warcraft III Viewer.
4. Change it to a .BLP file
World Editor
1. Open your map (OMG THAT'S HARD)
2. Open Import Manager
3. Import LoadingScreen.mdx and rename the file path LoadingScreen.mdx
4. Import the picture you wanted, make sure it's a .Blp file
5. Rename the file path to FullScreen.blp
6. Go to Loading Screen properties, check on Import and find LoadingScreen.mdx
There you go now it should work.