I want to know how i create the loading pics in the mm multiplayer for example:
[IMG:right] [/IMG]

You'll find them (pics) all in the \materials\VGUI\chapters folder in the mm_mp_materials.gcf file.
They come in 2 flavours: normal and widescreen.

Whether you'd like replacing the pic you'd better extract one, modify it and save your artwork in a path as above under your DMMP folder with the same filename as extracted.

Should you've made any map, save the file as "loading_nameofmap.vtf", make a widescreen pic and save it as "loading_nameofmap_widescreen.vtf" create the relatives .vmt files.
Put everything in the path as above and you should be done.

PS
maybe you'll need GCFScape and VTFEdit

Thank you Fender3D