It depends on the type of pedal, and you can place effects in either or both places in the signal chain.
Effects such as overdrive or compression should always be placed before the input of the amp.
Effects such as reverb, chorus and delay work best after gain (distortion or overdrive). If you run your amp clean, then these effects will work before the input to your amp. If you use the overdrive in your amp, then these effects should be put in the effects loop.
There is some variation between effect loop levels, so we cannot absolutely guarantee that our pedals will work in your effects loop. Generally speaking, if similar 9V-powered pedals work in your effects loop, then our pedals will too. If you have problems with instrument-level effects in your loop, you may want to consider using an Ebtech LLS2 Line Level Shifter or similar level-matching device.