This Unreal Engine 5.4 video is about making a Splash Screen… or two.
We start by selecting the Splash Image for the Project Settings Splash, which I call the Loading Splash. This shows up when hitting Play with the Standalone setting. We then show that it doesn’t work right away for a Packaged Build, and then show how to make that work. Next, we show how to setup a Splash Level with Splash Widget Blueprint, and some logic to move along to the Main Menu. This happens after a timer, or if any key is pressed (which includes mouse buttons).
https://dev.epicgames.com/community/learning/tutorials/oWXv/unreal-engine-51-splash-screens-let-s-make-a-tower-defense-game