As per my knowledge the ability to show a splash screen or some other kind of user feedback when the MCR is loading is not available in MATLAB compiler.
Please refer to this answer from the MathWorks support team for the similar question in the Community which would help you in finding the possible solution.
As a workaround SplashScreen is one of the several submissions in MATLAB File Exchange on MATLAB Central which is a forum for our product users to interact, exchange information and knowledge, without MathWorks' involvement. Feel free to contact the author of this submission directly for specific questions about the implementation.
