Welcome to Teelos tutorial on making a loading screen.
First, take the picture you want on the loading screen, and save it somewhere you can access it.
Next, go to this thread:
https://www.hiveworkshop.com/forums/requests-341/need-loading-screen-come-here-106641/
Make a post asking for a loading screen, and attach the picture to your post
Wait up to a day for RED_BARON to reply with your new loading screen, and instructions on how to add it to your map.
And finally, go away enjoying your shiny new loading screen!