Alright ! Now we can check the loading panel :D.
Click on the Arrow next to the Main Canvas, you should see something like this :
Click on the Fake Loading Panel and go check the Inspector window, you should now have something like this :
The first thing to do here is to enable the GameObject by checking the checkbox at the very top, just under "Inspector". By doing so, you can see the Loading panel in the Game Window.
Next, if you decide to add a Background Image to the Loading Panel, you should Disable the "UI Gradient" Component by unchecking the checkbox.
Then you can add your Background Image by clicking the little circle next to "None (Sprite)", under the Image Component.
If you decide to leave the gradient and just change it, you can do so by modifying the colors under the "UI Gradient" Component.
You can change the loading duration & the fade time under the "Fake Loading" Component, feel free to do so.
If you wish to change the logo of the loading screen, and I bet you will, click on the arrow next to the "Fake Loading Panel" in the Hierarchy, you should see something like so.
Here you can Select the Logo & the Guide Image and edit them as you wish from the Inspector.