Moneydance does not support importing data or entering transactions into loan accounts.
The reason being that it should not be necessary.

If you are making your loan payments from one of your bank accounts, when you download transactions for that bank account it will include debits for the loan payments.

When you go through the confirmation process to categorise these loan payments in the bank account, you'll input the 'loan account' in the category field. This creates a transfer that will automatically input the corresponding matching entry in the loan account.