If your cutscene is a movie then just replace the loading screen with it.
If your cutscene is real-time in-game then you have two options.
Using level streaming: this does not need much explanation as it’s pretty well documented.
Without level streaming: using async package loading to load you level while you play the cutscene.
For this you will need to write some code in C++. Using the LoadPackageAsync function you will be able to load your map without blocking the game thread.