Instead of using SQL*Loader Oracle recommends loading data from the Cloud Object Storage for better performance and enhanced functionality.
For information on loading from Cloud Object Store, see Load Data from Files in the Cloud.
If you use SQL*Loader to load data, note that Autonomous Data Warehouse does not gather optimizer statistics for your load and you need to gather optimizer statistics manually as explained in Manage Optimizer Statistics on Autonomous Data Warehouse. Autonomous Data Warehouse gathers optimizer statistics automatically for tables loaded with direct path operations issued in SQL (direct path load operations that bypass the SQL data processing, such as SQL*Loader direct path, do not collect statistics).
For detailed information on SQL*Loader see, Oracle Database Utilities.