FX Loop- it's written @ the rear of your amp (if your amp has this feature...), for you to connect your external effects like pedals for instance. still can't find it? look for the labels SEND/ RETURN, that's the one...
most small amps don't have this feature so if you fancy pedals, you have to connect it in series ie: guitar-FX-amp...
what's the big deal about FX Loop? you effects process your guitar signals at the amp itself, if you connect it in series, you guitar's signals would be processed first, before it reaches the amp. it offers a diff tonal perspective, not to mention a diff tone (some hear only slight diff...). hope this helps...