[help]loading icon before game launch

Hello everyone, it’s really nice to start working with this nice engine, still it has a long way to go. Nevertheless, let’s get to the point. I want to create a loading screen before game start, that loads all my data files or anything else before game even starts. How can i achieve something like that, a good example is lineage 2, it has loading icon before the game actually starts, so can someone give me an example or a direction where i need to head for at least understanding how this work or how can i achieve it. Thanks for all your answers, i really appreciate it.