if(PredawnSplashEvent.type = sf::Event::Closed)
should be
if(PredawnSplashEvent.type == sf::Event::Closed)
Same for the other tests.
And I'm not sure what you want to do with
int PositionX = (WindowSize.x / 4);
int PositionY = (WindowSize.y / 4);
int SplashX = PredawnSplashSize.x;
int SplashY = PredawnSplashSize.y;
int CenterX = (PredawnSplashSize.x / 2);
int CenterY = (PredawnSplashSize.y / 2);
PredawnSplash.setOrigin(CenterX,CenterY);
PredawnSplash.setPosition(PositionX,PositionY);
if(SplashX > WindowSize.x)
SplashX = WindowSize.x;
if(SplashY > WindowSize.y)
SplashY = WindowSize.y;
but the movie's position and scaling are overwritten by
PredawnSplash.resizeToFrame(0,0,SplashX,SplashY);
thus your setPosition() seems useless.
Edit : And PredawnSplash.Playing is a enum value, thus testing your while loop against it has no meaning. You probably wanted to write "while (PredawnSplash.getStatus() == sfe::Movie::Playing)".