ZyXel P660R routers do not have a setting in the GUI which allows NAT Loopback.

There is however a telnet command which will enable this. In order to enable NAT loopback on these devices you will need to telnet to the router. This will require the telnet client feature installed on your machine (please see here).

telnet to the machine:

Open CMD:
telnet x.x.x.x (where x.x.x.x is the ip address of the router)
>ip nat loopback on
>exit

This has enabled NAT loopback on your P660R.