How can i...

I'm kind of new at wc3c and i have two questions:
How can i use a custom loading screen???.
is there a way to play a video between maps ???

1) Yes, you will need some image extracting and MPQing though
2) Elaborate on the other thing

1). Yes you can, but i suggest that you dont bother about that and learn some other stuff first if you are new to WC3.

2). You can always create a new map and make a cinematic in that if that what you meant.