I found 8.X there is progress.gif image to change in some Skins.
In 7.x how to change this progress image in pearls_electric_blue skin. I tried to create image in skin with the name progress.gif but it did not replace existing loading behaviour.
Have you had the chance to take any training? The basic CAF/MWS training covers some foundation concepts like Skin Development. Additionally, there is some documentation on the Administering_My_webMethods_Server.pdf that covers using the Skin Editor.
Additionally, in 8.2 you can create an MWS Skin Project in Designer where you can edit the skin directly in Designer.