Updated to include a bit more guidance for new comers.

When I first went through this I kept trying to import the images as textures.  Then read the note on the import dialog and noticed I could simply add these to the project folder directly.

tutorials/step_by_step/splash_screen.rst

@@ -10,7 +10,8 @@ This will be a simple tutorial to cement the basic idea of how the GUI
 subsystem works. The goal will be to create a really simple, static
 splash screen.
 
-Following is a file with the assets that will be used:
+Following is a file with the assets that will be used. These can be added directly to your project folder—no need to import them:
+
 :download:`robisplash_assets.zip </files/robisplash_assets.zip>`.
 
 Setting up