Humanoid robots are designed to perform diverse loco-manipulation tasks. However, they face challenges due to their high-dimensional and unstable dynamics, as well as the complex contact-rich nature of the tasks. Model-based optimal control methods offer precise and systematic control but are limited by high computational complexity and accurate contact sensing. On the other hand, reinforcement learning (RL) provides robustness and handles high-dimensional spaces but suffers from inefficient learning, unnatural motion, and sim-to-real gaps. To address these challenges, we introduce Opt2Skill, an end-to-end pipeline that combines model-based trajectory optimization with RL to achieve robust whole-body loco-manipulation. We generate reference motions for the Digit humanoid robot using differential dynamic programming (DDP) and train RL policies to track these trajectories. Our results demonstrate that Opt2Skill outperforms pure RL methods in both training efficiency and task performance, with optimal trajectories that account for torque limits enhancing trajectory tracking. We successfully transfer our approach to real-world applications.