How do I create a loading page

I’m confused.

I guess you could use SESSION to redirect to the FAQ page.
And you could have the logo link to FAQ instead of Home.

Or you could use htaccess to send all “not site” referer requests to FAQ

But those seem poor things to do IMHO

If you are talking about a way to replace the old “Splash” pages, the current practice is to use a modal.
(also a poor thing to do IMHO, but hardly an uncommon thing)