1. click on your instrument/sample to open a new menu
2. click on the sample in the new window
you should now see the waveform of your sample.
3. up left in the window choose loop (either forward or pingpong)
4. drag and set the loop points from the lower left corner (loop start), and upper left corner (loop end)of the waveform window.
And here is a video that gives some view on how the looped sample should sound like and how to get the best result. It is not madtracker, but the situation is almost the same, anyway practice and you'll get the hang on it.