So, to make a music loop, the file name had to be like this:
(Music Name)__(Loop Point)_(Loop Start)You can see some example in the game's music files.
To know where to put Loop Point and Loop Start is, you'll need to download Audacity for knowing music position. Once that downloaded and installed, open any music that you like to added or want to add loops. I decide to use Knuckles theme in the Classic Mode as demonstration since the loop point of this music is incorrect.
Now load up Audacity and choose the music file.
Click on the bottom of the selection and choose samples. I'll explain why soon enough.
Now make the point of the music. I recommend you to bookmark it (Ctrl + B) so that you can play test the loop. Once you make the bookmark, click where the bookmark is and drag to the end of the music where you wanna loop it. And now hold Shift and press Space to play loop. This may took a while to the loop is depending of the length of the music. Make sure that you find a loop that doesn't cause a pop sound at the loop point. Try looping at where the two samples are at a similar amplitude to avoid that.
Once you've found the optimal loop points time to add the loop point, choose drag it into where you put the bookmark earlier and put it in the end. Now pay attention to the bottom of the Audacity again.
Now all you need to do is put Selection Start as the Loop Point and Selection End for the Loop Start.
And finally, test it in-game. I recommend the test the music in "menu" folder so that it'll play on the main menu. Again, it'll take a while depending of the length of the music. And once that done, you're done! And that's how you make a loop music in the game.