How can I add a splash screen for my game?

Hi Everyone,
I am new here, I was wondering how to make a splash screen or intro when the game will open in Core Engine.

For ex- When you open GTAV you will get some police siren and then Rockstar logo. I want to do this in Core.

I have yesterday only created my account and today I will download the Engine.
I couldn't find a tutorial anywhere, can anyone please help me?