How do I create a loop in Shotcut?

Outside of GIF, other file formats, like MP4, AVI, WMV are not repeatable on it’s own accord.
Actual dedicated video players, like VLC as @D_S had stated, will loop your video. VLC is a very powerful resource. You can create playlists, and can loop several videos together.

You can also loop them inside of Chrome & Firefox. Just drag/drop file into a browser window.

In Google Chrome
chrome_2018-12-12_16-36-20

In Mozilla Firefox
firefox_2018-12-12_16-33-59

Not sure about IE, or Edge, Opera, or Safari.