SQL loader is a tool to load data into a database, not to get data out.
You can change the query to get data in the exact format you want and then use SPOOL, which is a SQLPLUS command to print data to a file. Something like this.
sqlplus <connection_details>
spool "C:/Documents/Downloads/data_out.txt"
select empname || ',' || ename
from emp
where dept = 10
spool off;
The data from the query would be spooled to the text file.
Another option, if you are using a tool like SQL Developer or Toad is click on the data grid in the results tab and "export". There are a bunch of options to export data in various formats.