Here are a couple of ways shows how to install new Ksplash screen Themes For KDE 4.x.
How to Install KDE 4.x Ksplash Themes
Run System Settings, Click Alt+F2, then type system settings. Or you can run it from application launcher menu.
Under section Workspace Appearance and Behavior select Workspace Appearance, then select Splash Screen and Install Theme File.
Another way to install Ksplash Themes
Extract the theme then copy it to this directory
cp "theme name" ~/.kde/share/apps/ksplash/Themes