Setting up RS232 protocol on DE0 board?

I don't understand what do you mean by "DE0 send looping messages". If it's just a loop then you can simply connect Rx to Tx, if you mean DE0 gets a message from a PC terminal, then it sends the same message back out to the PC terminal, then you need an UART in your system, check out http://opencores.org/ for free implementations. After that you need some converted logic, you can get breakout boards for RS232 interfaces, there are plenty of boards which can convert TTL signals (from FPGA) to RS232. Note that most modern PCs do not come equipped with a RS232 port, so you will need an RS232 to USB converted at the PC end. Both RS232 interfaces will have to be connected through a cross over cable so Rx from FPGA goes to TX of the PC etc.