If I remember correctly, the loopback mode is internal, i.e. the connection between Tx and Rx is on silicon.
Thus the signal never "leaves" the MCU.
It is a setting in the MCAN config register, you might need to consult the MCU user manual / datasheet.
An option interesting for you would be to turn off this loopback mode, and instead connect CAN Tx and Rx externally, i.e. on the board. This should yield the same result.
The interrupt-based example would be one example of how to configure the MCAN peripheral for normal operation.
> And about the transceivers, I trying to do something before read the "real" CAN Protocol.
Transceivers do only affect signal levels. As you might know, CAN uses a differential signal with different voltage levels.
But you can connect two CAN devices directly (without tranceivers), provided they have the same digital levels (supply voltage). Ground loops might become problematic, though.