I have a folder with many features shp .
My goal is to make at once a loop that for each features in the folder , i will use one feature(a chosen feature) to clip each , and each feature will be store in differentes folders with the same name (the name oft he feature)
You don't need a loop for this.
You can use the Group By option in Clipper with the GroupBy attribute set to the fileneme.
Alternatively you can use WorkspaceRunner to read each shp in it's own workspace.
This webinar may help to explain looping in the context of FME: https://www.safe.com/webinars/to-loop-or-not-to-loop-overcoming-roadblocks-with-fme/
The important part is - as caracadrian mentions - you don't need a loop here. In fact, very few FME operations need a loop; you could say that they sort of have looping built-in. The webinar explains how it all works.