When the ship is on a coastal tile, select a land unit and right-click the ship to move it onto the ship.
If the ship is in port and you have a unit on that tile, there is a "Load" button on the command bar to load onto the ship.
To unload from a ship, with the ship selected right-click a land tile and all units will unload there. You can also unload them individually by selecting them in the stack.