I've not done this with loops but I have with hot cues and memory cues so I assume it should work with loops as well.
Open Rekordbox, plug in your USB drive which will be appear in the Devices menu. Right-click on your drive and select Update Collection. This will add the cue points you've set to the tracks in your Collection. Also works to update ratings as well.
You can also achieve the same thing by opening Sync Manager, select your USB drive from the Device drop down menu and click the arrow that says Cue/Grid/Info
One thing to be careful of though is if you have the "Synchronize playlists with a device" option ticked in Sync Manager then Rekordbox tends to overwrite any changes you've made to the tracks on the USB drive. I usually untick this box after every sync so it doesn't overwrite anything (this is definitely an issue for ratings, not sure if it does the same for cues).
Hope that helps