Can you set Active Loops on both Desktop software and Engine DJ hardware?

Yes, Active Loops can be set from the desktop software as well as Engine DJ hardware. 

To assign a Saved Loop as an Active Loop, hold the left parameter button and press the desired Saved Loop pad. 

Active Loops feature a striped pattern in the loop region while normal Saved Loops are solid. Please note that setting Active Loops on hardware requires physical parameter buttons.