On the other hand if you mean the wait screens that you see between the missions and world map or loading/saving etc they are in GUI_0.BOS and can be extracted using winzip.
Just open winzip and then drag and drop the bos file into it, then extract as normal.
If you're going to change them you shouldn't repack them afterwards, just create a directory under your core folder
core\gui\wait
and they should be named wait1.jpg - wait7.jpg unfortunately you can't add anymore than that.