Hello I have created a loop for interconnecting local agencies, but my I can not do it on Mikrotik.
Help me

It's a router. It routes by default between networks directly connected to it.

If you need more specific help you will need to post more specific details.

I want to make a vpn between two stations how I do

PPTP with MPPE128 encryption can be a good solution. If you need strong encryption, then IPSEC would be better but more complicated.

Your question is not precise enough. So you'll need to watch here and learn yourself :

http://wiki.mikrotik.com/wiki/Manual:Interface/PPTP

PPTP can be used to bridge at level 2 as well using BCP protocol, if you need Ethernet connectivity between sites.

See here :

http://wiki.mikrotik.com/wiki/Manual:BC ... ridging%29

If you are a beginner, i advice you to ask a Mikrotik Certified professional to do this to avoid security holes.