Do you mean a loading screen in-between levels? For example, something that says "Loading Level 2", Loading Level 3", etc. perhaps with an ad displaying, or hints and tips for the game?
I believe Construct 2 shows the last view of the current layout while loading the next, so you could do something like saving the name of the layout/level you want to load to a global variable, go to the loading screen layout (which should have minimal objects to load quickly) and then on the loading screen layout go to the next level.
If the levels are small and/or have few objects, the transition between layouts is so quick you won't even see the loading screen.
In the example below I had to add a Wait so you would actually see the loading screen.
https://dl.dropboxusercontent.com/u/905 ... evels.capx
Click on the big blue Load button to go to the next layout via the loading screen.