By visual studio forms I assume that you have created a Windows Forms application using C++/CLI.
Before trying anything else I would try the Native Image Generator (Ngen.exe)
] - if you are really lucky this will be good enough.
Here is an article, A Pretty Good Splash Screen in C#
], by Tom Clement - that shows how to create a splash screen for Windows Forms applications. It's c#, but it shows one way to create a splash screen.
To actually solve your problem, you need to create elements as needed, implementing some sort of lazy initialization for those parts that can be created after your program has started. The real performance hit occurs when the controls using your "large" resources are initialized.