A loader finds a Pimcore Object (or not) and returns it. Per Default, Data Definitions only comes with one Loader: PrimaryKey, which finds your DataObject based on un-interpreted Data based on what you select in the configuration.
To create your own Loader you need to implement Wvision\Bundle\DataDefinitionsBundle\Loader\LoaderInterface and add a new service
acme_bundle.data_definitions.my_loader:
class: AcmeBundle\DataDefinitions\MyLoader
tags:
- { name: data_definitions.loader, type: my-loader }