I assume that you mean title screens, and I assume that you mean animated GIFs that you want to play there, right?
Loading images in GIF format is fully supported by the SDL library used by R'n'D, but there is no support for loading or playing animated GIF images that I know of. But it's very easy to do what you want to do!
First, find a program that loads your animated GIF file and saves all frames of the included animation. Make sure that it does not save them as single files, but as some sort of "sprite map" with all animation frames in one large bitmap. Save this in any format supported by SDL (PNG, GIF, PCX ... doesn't matter -- when in doubt, use PNG).
Then you can just define a "global animation" that is played on the title screen of your choice!
For an easy example how to do this, have a look at the title screen animation of the level set "Original Supaplex" in the Supaplex level collection! You can find it in the file "Supaplex/gfx_supaplex_original/graphics/gic_sp_title.conf"!
This is a very simple animation that plays on the second title screen.