Windows 8 Store C# XAML - How to add additional splash screens?

I'm trying to understand the program flow in a C# XAML app in a Windows 8 store program. The code that's built doesn't make much sense to me.

I can see that the MainPage.xaml loads and runs the initial splash screen but contains nothing that gives me a clue as to where it goes from there. It took me a while to realise that during a Unity build, it compiles scripts which then go into the application's Data folder.

What if I want to add additional splash screens or display dialogues before running the actual application? How would I go about do that in XAML? How does Unity detect when to run the compiled code?

Yep - I'm confused.