Please look at the CustomPreloader example:
openfl create CustomPreloader
cd CustomPreloader
openfl test html5
It looks like this:
ProgressEvent.PROGRESS then Event.COMPLETE are dispatched as assets are loaded, then if the default is not prevented, Event.UNLOAD is dispatched and your preloader is removed. If you prevent the default, you can delay indefinitely, then dispatch Event.UNLOAD when you ready 
