A: No worries, guitarists achieved great results before amps ever had effects loops, and to this day, many amps still do not feature effects loops. Here are a few tips for achieving good results when using a delay with a non-effects-loop-equipped amplifier:
If you’re using clean tones (without distortion), you probably won’t notice too much difference between having a delay in front of the amp versus in an effects loop.
If you’re using a dirty tone, you’ll need to carefully adjust the level of the delay effect so that the tone doesn’t get muddy or cluttered, and so properly balance the effect versus the dry tone. Most delay pedals have some sort of blend, mix, or effects level control for setting this balance. Usually you will need to reduce the level of the repeats compared to the dry signal.
A purer-sounding delay repeat may work better than one that is overly dark (which can make the overall sound muddy when used with distortion). Some delays have a tone control for setting this. Experiment with different settings to see how each works with your amp’s tone.