To grab a gif, go to Quest > Graphics > Tiles, and scroll down the tile pages to the first empty page.

Click on grab > File, and choose the gif you want to grab in the dropdown.

When the gif comes into view, click on the upper left corner, hold "shift" down on your keyboard, and click on the lower right corner to grab the whole gif at once.
Once you have the gif on your tilepage, click done.

Now to grab the gifs palette.
Click on Quest > Graphics > Palettes > Levels

Scroll down to the first unused level palette, or to the palette you want the new cset to be used in.

Open the palette window, click on Grab > File > and choose the gif from the dropdown.
click "ok" and you have the palette.

You may want to make this new cset work with other screens or map areas unless you are using it only as an intro screen, so you may want to just add it to a copy of a palette
Pure dungeon palettes for example use cset 2 for their room walls and floors, leaving cset 3 to light water and cset 4 to dark water, so since you probably wouldn't want light and dark water csets in the same dungeon for example, you could replace one with the new cset.

And now my "Link to Tortuga" quest has a new Intro screen