Right now the files are all just graphics pictures. You can change them to what you would like in any paint program. Make a copy of your changed ones to keep around so you can replace then after an update. Keep the same names as they are.
The file can be found here: C:\Program Files\Steam (x86)\SteamLibrary\steamapps\common\Game Guru\Files\titlesbank.
In there you will find a default folder and one that says theescape. Duplicate the whole default folder and name it as you would like. Make your changes, and then in the style.txt file edit the label in there to the folder name you created.
Build your stand alone version and the stuff you customized should be showing.
The internal huds and splash screens can be changed here: C:\Program Files\Steam (x86)\SteamLibrary\steamapps\common\Game Guru\Files\languagebank
Hope this helps.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit