I have a closed loop GPU so I cant put water or liquid in, cam the heat make it evaporate?
If it's a closed loop system, it will take years before any loss is noticeable. The vast majority of any evaporated water (or other liquid) would remain in the loop, to be *mostly* condensed at the radiator. Unlike the plated copper, water (or other preferred coolants) has a relatively high specific heat capacity. This allows it to absorb quite a bit of energy vs. the temperature increase that you observe. In short, making the water reach the necessary temperatures to evaporate a significant amount of it isn't easy.
(Also note that the pressure conditions within a closed loop don't make a great environment for mass evaporation of the liquid.)
Custom cooling loops allow you to throw in your own reservoir(s), so you have the option of adding fluid, should you need any over time. "Closed" loops, by definition, do not allows this.