Can't do Loop Back Test

And what happend if the arduino UNO R3 are not recognized by the system? (Then i can't do the test because the port that it uses (COM3) isn't available.

Install the drivers and/or fix your driver problems.

Be aware than many "Arduino Uno" clones use a different serial adapter, the CH340G. It's much cheaper, can't be reprogrammed (not that people normally reprogram the 16u2 that the official one does), and requires a different driver. Check the part number on the chip near the USB connector to see which serial adapter yours uses. If it's not a 16u2 or FT232, you need to install the drivers for it (they're not included with the IDE, since no official product has ever used the CH340G). If it's a FT232, it may be counterfeit - google ftdigate for more info - a not-insignificant number of arduino clones from china use the fake ones.

The loopback test is only an appropriate diagnostic test if port is appearing, but you are unable to upload using it.