There are several ways to put together a loop from a .wav file. If you place it in a Performance you can trigger playback by pressing a key. If you absolutely have to use the [PLAY] button, then you go a step farther and place the trigger note in a MIDI Song file.

Loops can be mapped to a Key in a Drum Kit Part, then you can manually trigger that key... or you can have an Arp trigger that key (or a Song).

Drum Kit Parts are ideal for housing audio loops because drum sounds can be set to ignore note off, which means you can trigger them to start play and they will continue until you command them to stop. Also since an audio loop can occupy a single key, a drum kit is ideal.

You can select any Kit, decide which Key you want to place the audio Loop (C0 thru C6), select that key and then touch the box "New Waveform"; this will allow you to Load your .wav directly to the kit.

You can then set the Amplitude Envelope do that Decay 2 Time is set to max (Hold)
Set Receive Note Off = Off
Set Trigger Mode = single
You can also place it in an "Alternate Group" (this can be any other drum kit key, to act as a Stop; only one sound in a Group can sound at a time so you can have one loop replace another by placing them in the same Group, you can also set a 'silent' key to act just to stop the loop).

Here is a complete explanation:

https://www.yamahasynth.com/forum/how-to-assign-a-recorded-part-to-a-specific-key#reply-9301

Thanks a lot. I will try this tomorrow