How can I make a terrain continuous on both X and Z axis ?
I want the player to go back to the beginning of the terrain when it reaches the end and vice versa.

So you basically wish to have a round world?

There are a number of methods that you can use, of which the easiest one (at least in EE) is using teleportation in combination with models.

For example: You place a mountain with a hole in it, and inside that hole, you make a model for a dungeon (or passageways), and you do this at both the end of the world, as well as the beginning of it, and let the beginning of the world load already there (if you are at the end of the world), and once your character reaches a point, teleport your character to the exact same place in that dungeon/passageway, but then in the other dungeon (the replica you placed in the "beginning").

So you kinda fake the process.

Hes simply talking about scrolling terrain not necessarily having a round world?

if he loops at the end, that implies a round world. You cant loop in a straight line.

yeah but you can teleport the object in the start of the world and will make it looping. and you can make it look like a round world by "faking it a little".