How do I create a non stop video loop? Need help writing the files

I have 7 short videos (30-40 seconds) that I need to put on my micro SD card that goes into my BrightSign. I need them to play on a loop one after the other with audio also.  It doesnt seem to be as simple as dragging and dropping the .mp4 files to the micro sd card then plugging it in.  Can someone please please please help me with writing the files correctly so it will draw them out of the Sd card and play on a loop?? HELP!!!