Yes, and it is easy to do.
The way I do it is post production, like this.
(1) Build your game with all your levels and make your EXE
(2) Navigate to ...
C:\Program Files\The Game Creators\FPS Creator\MyGames\MYGAMESNAME\Files\languagebank\english\gamebank\MYGAMESNAME ... folder.
Or wherever you have your FPSC located. Just goto the MyGames folder and look for your game.
(3) You will see a loadingpage, loadingpage2, loadingpage3, etcetera.
Each of these is the script for the loadingpage of each level.
(4) Open up the loading pages and edit the path to to the backdrop to your image...
:state=0:backdrop=gamecore\backdrops\Basic\background.jpg
... becomes ...
:state=0:backdrop=gamecore\backdrops\MYFOLDER\MYIMAGENAME.jpg
..just make sure you use the same size backdrop as the default stock ones which are 1024 x 768 pixels.
Be sure to remember that
gamecore\backdrops is actually
C:\Program Files\The Game Creators\FPS Creator\MyGames\MYGAMESNAME\Files\gamecore\backdrops