and each of the refered: splash screens, logos, icons each of those has it's own way to be edited and added in the client.
you need 4-5 different softwares (including photoshop type-of-software) +encoding software (like EncDec for l2) and an adequate Unreal Editor.
there are plenty of guides on neighbouring forums, take some time and search. you will also find more information about software and even download links.
everything is out there.