Very easy: Open Session Editor. Open the Vehicle Menu at the right (the one with a wheel). See the ? mark? Click on it. Now click on the car you want to load. A menu appears. There should be a commodity already over the yellow frame (if not, add yours). Clicking on the Plus icon will open a menu with all the commodities that this car can carry. Select one or as many as you want (there may be a limit, but for practical purposes limit they to a reasonable level). There is a Max Level. This is the maximum number of item of that commodities the developer decided it can carry.
Note: Commodities in TrainZ are divided into Fluids, Boxes, Bulk and Passengers. If boxes (This includes Containers too), the number would be related to the size of the car. If fluids, expect to see large numbers because they may be in Litters. Same for bulk (Sand or stones). Configure all this and go to Driver. Car is pre-loaded.
More notes: Don't pre-load several commodities with values. They may show (if you can see them) one on top of the other. A common mistake is to have several different types of containers on the same car. The car arrives to an industry capable of delivering several containers, and 2 or more load on the car, and because you can see them, they are one on top of the other. There is a menu that allows you in driver to select one single commodity. Some people (including me) have no access to this menu due to a bug, so all of the above is true and valid.