how do you loop steps?

the general form is:

while condition: # loops as long condition evaluates to True
   # some statements inside loop
   # indented by the same number of blanks or tabs

# next statement after loop at indentation level of while

--- your example could look like this together with you numbering option:

here I use 3 blanks to indent one level, in the IDE you should use one tab to indent. the edit menu contains support for indenting/dedenting selected lines together.

i = 1
while True: # loop for ever
   # your statements (steps I guess)
   fileName = "abcd" + str(i)
   # use file name for whatever you want
   i += 1
   if i == 100: break # we make 100 loops max

popup("The End!")

When using While True:, the loop should contain an if ...: break like shown (could be an < if not exists(some-image-that-should-be-there, 0): break > so you can break the loop by making the image invisible somehow.)
Otherwise you have to abort the IDE.

--- alternative 1:
i = 1
while i < 100: # loop would stop if i == 100
   # your statements (steps I guess)
   fileName = "abcd" + str(i)
   # use file name for whatever you want
   i += 1
   if i == 100: break # we make 100 loops max

--- alternative 2:
for i in range(1, 100): # loop would stop if i == 100
# i at start is set to 1 and is incremented by 1 every loop
   # your statements (steps I guess)
   fileName = "abcd" + str(i)
   # use file name for whatever you want

More information available on the official Python website.