There's no support for a custom loading screen right now, at the very least if you export your project as an APK or EXE it'll have a loading screen without the Cyberix logo:
www.gamemaker3d.com/forum/updates/863-ne...ader-for-exe-and-apk
On a recent project I was working on with someone, they wanted a loading screen but the best we could do was a fake one. If I remembered correctly, our levels were so huge it took a bit for the FPS to stabilize. So I timed how long it took for the that to happen, and I made a loading screen that ended at the same time it took for the FPS to stabilize. But again it wasn't the best solution since the FPS was different for everyone.
So how it worked was that I basically had a variable for when I would trigger the loading screen, and if that variable was equal to 1 then it'd set the loading screen image & the loading bar visible. I added an increment that controlled the X scale of the loading bar by incrementing it by 1 within a loop so it'd get bigger every second. I kept replaying the game and changing the increment values until the speed to completion of the loading bar matched when the timer would end. I also made it that when the x scale of the loading bar hit the opposite end of the screen, it'd set the variable to 0 which would make the loading screen & loading bar invisible.