An effects loop takes the signal from the preamp and does something with it before the power amp. Without this connection port, you can't tap into that place without a soldering iron and sanity.
If you're using a drive pedal for distortion, and the amp is set clean, you don't really need an effects loop if you don't want to. The processing can all go before the amp in whichever order you like, and the amplifier will work fine with it all hitting the preamp. You'll notice a difference though, if you use distortions from the amp as delay or other modulation will go before the drive. It's not bad, but it's different.
If you really want an effects loop, you could mic the amp, and add your delay and modulation to another output from the mixer. This is essentially creating a Wet/Dry configuration, but the more important part of this is that you'll get clean amplification of your modulated signal (time-based effects after the preamp), while still allowing you to add drive, wah, and other effects before the preamp.