I assume you are talking control systems and not programming.
Single loop means you use one feedback signal which is directly influenced by the controlling medium.
Multiple loop control means you use multiple feedbacks in a cascade form to influence your controlling medium. This is more rare and is only required in specific situations.
Example:
If you are controlling a valve which adds hot water to cold water to control the outlet temperature.
Single loop: You vary the valve to directly control the outlet temperature. The control loop only uses the temperature as a control factor.
Multiple Loop: You vary the valve to control the hot water flow. However the flow set point is controlled by a loop which uses the outlet temperature to determine the appropriate hot water flow. This example could be required to be multiple loop if for example, you can calculate the needed hot water flow, and only want to trim on the outlet temperature.
Bottom line: In multiple loop, the process requires you to control an intermediate parameter whose set point is controlled based on the actual process value.