By choosing your transport, clicking the assigned button and right-clicking a ground unit, you will order your air transport to pick the unit up. The command can also be called in by choosing a unit and right-clicking on your transport after the appearance of "load" prompt. The command also has an area version with the following modifiers:
- By clicking and then dragging you can order multiple transport to pick a number of units in the area.
- Any picked-up unit will be disabled (i.e. isn't able to attack, project shield- or cloak-fields and etc);
- Picked-up units will only be released upon enacting Unload Command command, Eject Cargo Command command, or the transports death.
You can also select a mixed selection of transports and ground units and issue the Load Selected Units command (double tap "L" by default) to have the transports load the selected units. Idle units will be loaded into the transports while units with orders will be loaded and transported to the end of their order queue.
For more information on transportation see this.