I've got this solved. I found out, the FlashUploader.exe program will create these SDF dump files mentioned, without connecting to the Arduino. I can load many images into the program (all on the right side of the window) and then create a SDF file, to put on a SD card.
The file name should be 8 characters or less. Then I loaded the SPIFlash_Restore sketch, and I entered the name of the file (without the extension), and it loaded that into the flash memory of the display. I'm using Visual Studio to do this, and noticed a bug (or possibly it only has an issue under Visual Studio?) of the Serial.read not correctly working to read in the file name. It wasn't seeing a "13" character to mark the end of input.
Then from the UTFT_SPIFlash library, I ran the Demo_Color_Images sketch, and loaded my image onto the display! Yay!
So, to help anyone else using this same exact hardware, the Arduino Mega2560, the main lines to change in the sketches are:
const int FLASH_chipSelect = 45; // Arduino Mega: 45 - Arduino Due: 52
SPIflash myFlash(FLASH_chipSelect);
ie: use "45" for the CS when opening the SPIflash object.
And:
UTFT myGLCD(CTE70, 38, 39, 40, 41);
One thing I thought I'd mention, the author of these libraries and rinkydinkelectronics.com mentioned he won't help people with SainSmart displays, as they are using his software for commercial purposes without his permission. Given that and the horrible jumpers settings the SainSmart CTE shield came with, I think I'll veer away from SainSmart in the future.
I'm planning on using a series of weather icons for displaying the weather forecast for upcoming days. Should be fun! I hope the above helps someone else in the future.