Videos, unlike flash videos, cannot loop by default. That means, in the program itself, there is no option to loop the project.
But after exporting the media file, it may be possible to use the media player option to repeat the video, for example, in Media Player Classic:
Such option is available in other media players, as well, in Playback settings.
Additionally, if you upload your media online, for example, Youtube, it has a loop option (right-click on the video -> Loop):