in a simple guitar/amp configuration, there are only two places to patch effects like chorus, fuzz,delay,reverb,filter, tuner, whatever.
1. You can plug your guitar into the chorus pedal, and then patch the chorus pedal to the amp. Simple enough, right?
2. The send and return on your amp allow you to also patch FX or other devices into the mix. In it's simplest form, you plug your guitar into the amp input. You use a 1/4" patch cable from the send to the inout on your chorus pedal, and a cable from the out of the chorus pedal to the return on the amp.
You have now added the same effect to your signal chain, but in a different place.
The effect this has on your signal can depend on a lot of things usually centering on effects type. The effects loop on an amp is typically used for reverb/delay type effects. One thing to note is that the effects loop on your amp is inserted post-pre and pre-post. That means whatever you insert here is being fed by the pre-amp in your amplifier BEFORE it gets to the power amp section of your amp. This fact can also add wonderfull and crazy effects with different pedals, processors and channel and gain settings.
FX loops are fun to play with, patch in different boxes and processors and start playing around. You can't cause any damage. Just make sure send goes to "in" and return comes from "out".