i assume ur amp is a combo. combo = preamp + poweramp + speaker all in one.
fx loop is the feature that allows u to put effects between the preamp and poweramp.
thus the signal chain would be guitar>preamp>send>effects in fx loop>return>poweramp>speaker.
my way of thinking simple is that i treat the preamp section as an overdrive or eq pedal.
so naturally whatever i think i should put after an overdrive pedal, i put in the fx loops, such as modulations n delays.
of course while there are no hard and fast rule in the arrangements, there are guidelines.
experts who know otherwise from what i wrote, please feel free to say i'm wrong.