How can I place this one back?
Although I can't remember I removed it. I can't change anything anymore

I can go into file manager through my internet provider.
Which file do a need to go to?

This depends on the theme you are using. You need to check your template files in either 'siteroot/concrete5/themes/' or 'siteroot/themes/'. Depending on how the theme has been made you will need to change one or several files.

If your theme includes a footer.php somewhere, then edit footer.php (most often found in an elements folder) and add the code above just before the closing /body tag.

If you theme doesn't include a footer.php, then you will probably need to edit all php files in your theme (i.e. view.php, full.php, default.php, sidebar.php, blog.php or whatever the names). Add the code snippet above to all files just before the closing /body tag.

EDIT: This is probably nothing you have removed by yourself, but is a new addition in the latest C5 release.

Can't find the theme. Everytime when I log in, it start with the beginning page and I need to login again.
But not once I can really adjust the website

You need to login to your hosting service (or your own server if you are hosting it yourself) and edit the files directly. You will not be able to do this through the CMS.

I try to find the right files. But I can't find the theme (neuphoric) I am using.

I see that neuphoric has an updated version (v. 1.1) to support C5 5.5.x, so they have probably added the loader element in my first answer.

Since it is a downloaded theme it should be found in 'siteroot/themes/neuphoric/'.

I should probably have asked this before: What theme are you using and what version of Concrete 5?

Jippppiiiee, Found it
It was under Packages :)
Thanks for your help

Glad I could help! :D