I am using the Unity Mecanim, and I have two animation clips:

The problem is that when the animation of a clip finish it doesnt start again from the beggining, it doesnt loop, and I cannot find any option to make it loop.

Any help, where to look for the loop options?
EDIT:
I find the options according to the answers here but there are not editable, is it because I download this from Asset Store?

3 Answers
Its probably too late to help you with this, but just incase anyone else has this issue, your looping options are greyed out because your animation from the asset store is read-only, select your animation in the project window, and press Ctrl+D to duplicate it, and you should be able to now set the looping options on the new animation as the other answerers have described.
0Click on your Run_Impulse animation file and there is an option:
Loop Pose option should be cheked for make it loop
Here, there is more information about making loop an animation clip:
EDIT: I add an image. You have to select your imported FBX (not the animation file inside) and check the Loop Time.

2Go to the animation and set it as looping .In the Animation window look at the bottom for something that should say 'Default' - it's a drop-down menu with looping options (Loop starts the animation over, PingPong plays it back and forth, Clamp Forever freezes the animation at the state of the last frame etc.)