Hello,
To use loader layout you have to select the first layout to display in the project settings, and set "Use loader layout" to "yes".
Then, in the selected layout event sheet, you have to set the system condition "On loader layout complete" that is triggered when everything is loaded.
If you have only few ressources to load, you won't see the difference because it loads relatively fast.
For the project file I think you should use AJAX object to make request and wait for AJAX "On completed" event.
Hope this helped. Nabu