Hi,
First of all, which version of Trainz do you use? the detailed answer to your question changes depending on your version of Trainz - doefiately not a "trick" question.
If you are using TRS 2004 upwards, there should be several tutorial scenarios - "Highland Valley industry" is one (IIRC)?
Try this tutorial, and you should see the wagons being loaded and unloaded at the correct industry.
If you open the route/session in Surveyor, find the industry, then open the buildings tab & use the "?" (property) button, you'll learn how the industry is set up.
John's comment is related to your question - but is specifically answering the question of oputting a load into a wagon - as a creator.
You will need to use Industry enabled wagons/cariages etc - if the rolling stock isn't created to show a load, then it never will - regardless of the industry.
HTH
Colin