What is a neuronal loop?
The answer is right in the second half of the sentence:


  running from the orbital frontal cortex to the cingulate gyrus, striatum (cuadate nucleus and putamen), globus pallidus, thalamus and back to the frontal cortex


Orbital frontal cortex, cingulate gyrus, striatum, globus pallidus, thalamus, and back to (orbital) frontal cortex: these are all different brain regions. If A connects to B, B connects to C, C connects to D, D connects to E, and E connects back to A, you've made a loop.

The page is saying that there is a hypothesis that there is dysfunction somewhere along this loop in OCD; it doesn't say where exactly, but you can infer that changing something along this path would affect all of the other regions connected in the loop in some way, because they are all causally related to one another.