When I request baggage loading / unloading always is starting the individual baggage loading. How can I make it to use the baggage containers with the 737-800
This has been discussed many times already: the real 737 does NOT use container loaders, because its door is too small and, the GSX cargo loader couldn't even reach it, because it's at lower height than the lowest height the vehicle platform can reach (which is of course accurate to the centimeter to real world specs).
So no, as in real world, there are no containers on the 737.