I made a prop. I can made animation in 3D editor. Animation is constant rotation (rotating globe).
2 questions
1. Which format best for export\import props with animation from 3D Editor to 3D Exchange.
2. How to make CONSTANT animation of a prop inside iclone? (without manually copying animation with every rotation of a globe)

You can export FBX or Alembic with animations, i don' know which one is better.
Looping the animation is not possible in the file itself.
The viewer or application must do this.

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For simple animation it's of course fbx. Alembic produce every frame (mesh cash) and size is very big.

My application is Iclone. Of course i can copy 5 second animation again and again over 10 minute scene, but i wonder maybe we have an option "when animation reach last frame, start from the beginning".

You might be able to use Physics to rotate the globe.  You'll need to read the manual, Physics is too involved to go into a lot of detail here

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See all the G-Tools Plug-Ins available for iClone here: G-Tools Plug-Ins

Keep in mind that you can add one key with an additive rotation number so if you want the prop to rotate 10 times by the end of your animation just add one key at the end and change the rotation value to 3600. 

Physics constraints is good, but not universal. 
I have a task - make infinite moving escalator. 
In 3d-editor it's quite simple. "animate one-step advance, then cycle it." As result we have illusion of constant moving escalator. How to do it on Iclone?

Follow the thebiz.movies recommendations for rotating objects.

For movements, there is not much in iClone to simulate cycles other than manually copy frames, or collect clip of one cycle > Add to Motion Plus > reapply the clip and extend it to the full length of the movie.
(There is also Add to Perform, which creates a clip you could also extend, but it is broken and does not work properly).
Another option is to script it in Python.

Just a note on moving escalator. For smooth cycles you'd really need 2 cases of escalator stairs where you'd be triggering visibility of the cycling point on a single frame.
Otherwise, with single case or stairs, even one frame duration where you move the case back, would create an abrupt cycle. Maybe I'll show tomorrow what I mean...