No video editing program can add looping.
It's the *playback* software that determines whether it loops. For example, in Windows Media Player, Ctrl+T toggles the function where your movie either plays once, or it loops indefinitely.
If you are making a DVD, the authoring software can either have the video loop back to the menu or loop back to the start of the movie. But again, it is the playback software, not Movie Maker that does the looping.