Its a PNG, if you reorder machine words to bytes, you get signature 'PNG'. To make something like this you need to write a simple 10-line program which will read any file you want and print bytes or words in a C-array style. Then copy output of that program to your source codes, and create a texture from memory (i think i remember that HGE allows to do it easily).
And then, if you're creating a game, why not load your splash screen normally from file, like you load your every texture?