This is pretty basic, I expect many users already know...
Use a looper pedal in front of the Kemper - play a riff and a couple chords and let it loop.
Go to Rig Manager and mouse through your rigs so you can audition the ones you want to keep in the Kemper itself.
This is also a good reason to have wiring to move a looper from the end of a pedalboard to the beginning - let it loop so you can concentrate on dialing in settings and getting levels right.
Hope this helps someone.
- Ron