The scripts get loaded right after the initial loading screen is finished. So something like this would in theory print “script was loaded” when the script is executed.

CreateThread(function()
    print("script was loaded")
end)

However, if you use a custom loading screen that prolongs the life of the loading screen then you would need that to execute an export/trigger an event for you to know when the loading screen is finished.

Here is some info regarding loading screens and their lifetimes: Loading screens - Cfx.re Docs.