There are a LOT of commands available within Sublime, in addition to snippets which I haven't even looked at (yet).
How do you find, learn and remember all these commands? The Command Palette!
Tools > Command Palette or CTRL+SHIFT+P will get you there.
This will popup a dialog where you can enter commands, or if you aren't sure what you are looking for - partial commands and it will filter the results.
It will even tell you what to type as you can see below:
So to enter a cfloop - simply type 'cfloop' and hit TAB (don't enter the opening < !)
Since cfloop has multiple options - query, list, etc, you will see another dialog:
Select which type of loop you want and hit ENTER and you will get a cfloop with your cursor placed ready to fill in the attributes:
All these ColdFusion commands are from the excellent CFML Sublime package by Indy Nagpal who also includes a large list of CFML snippets.
The Palette also seems to be aware of what type of file you are in, so you won't see ColdFusion commands if you are editing a .css file.