To add a status bar and/or progress bar, go Project -> Components, then scroll down and check:
Microsoft Windows Common Controls 5.0
or
Microsoft Windows Common Controls 6.0
then you will be able to add them like you would a CommandButton or TextBox.
For the splash screen, go Add -> Form, and instead of clicking new form, you can choose a splash screen - which already has all the controls on it, and is ready to go.