made from pure metals . . . no;
they've been made from all kinds of weird compounds and alloys.
conduct electricity with zero resistance . . . yes;
that's why they're called "superconductors".
produce a strong magnetic field . . . possible, but not because it's a superconductor;
just like any other conductor, the magnetic field depends on the current that's flowing in the conductor.
no loss of energy in the transfer of electricity . . .
there's no loss of energy in the current flowing in the superconductor;
but if you tried to transfer the current out of the superconductor into
something else, then there would be some loss.
I think that the answer is friction