Meshes\Interface\Logo\Logo.Nif
Also check out the particles file Meshes\Interface\intmenufogparticles.nif
Further modification of the main menu can be done through changing Data\Interface\startmenu.swf
All this indicates it's not a regular loading screen, you can change the above files to customize it to your liking, but making an additional one that is randomly used is probably not possible, at least not through the loading screen settings in the CK. You can experiment with the checkbox and see if it works though.