Software Deployment

That depends.

Is the 'Welcome' screen part of the package? If not, does the documentation state that it can be disabled? Most apps which display a start-up screen have a check-box on that screen saying something like "Don't show this screen again." They will normally record your response in a registry setting so, if your app features such a check-box, do a snapshot (with InstallWatch or similar) to determine where the choice is saved and include it in your package (or transform, if this is a vendor-supplied MSI).

that welcom screen is mostly like (welcom to program, this is is bla bla bla) and after you just press on the screen it disapears and program starts normaly

Soooooooooooo........start a lightweight snapshot tool such as InstallWatch then start the app. Click past the Welcome screen, then close the app. Somewhere, probably in the registry, it will have recorded that it's already displayed the screen. Whatever that is, be it a registry entry, an INI entry, XML file element, add it to your package/transform.

Does the welcome screen appears everytime you launch the program? If YES then I dont think you can disable it..
And if it comes only for the first time launch then you can follow what Ian suggested..

I Do believe that you can add or capture only those things which wont appear again, if the welcome screen appears everytime you launch the application then i wont think that you can suppress it.

There is often a setting to turn these off (ex. Tools menu, Options menu item), did you check?