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Yola doesn't have a specific Splash Page tool. It as been discussed previously but I think the interest in adding it was not so popular.
You can create an effective Splash Page by building it as your index page.The site would be created without an auto-menu because it would publish the menu on your splash page which is generally something not required for this kind of page.
Somewhere on your page you would have a "continue" link which would take you to your first effective home page. On this and all other pages then you need to create a menu which is generally done by manual links. You never want to return to your Splash page within a session so that is the reason that your "index page" is not added as a linkable page in your menu.
It's a long winded process I know but probably the easiest way to build a site with a "Splash Page" with the Yola sitebuilder