‘Disk Mode’ is the way to do that. Here is the relevant manual section:
https://www.critterandguitari.com/manual?m=Kaleidoloop-Manual#File_Management
There are many options for learning Pd:
- Looking for some help with “Pure Data” - #2 by gxl
- FrontPage — Pd Community Site
- Pd has a set of examples/tutorials built into it. From the ‘Help’ menu select ‘Browser’: