It all depends what tyype of cargo you are looking at transporting.
For items you can just carry it on and off.
For ships and vehicles you can dock them, using either the tractor beam if fitted, or by using dock from the vehicles position(Travel) interface. They can be unloaded from the carrying ships control room.
For RM's you load them from the control room of the entity holding the materials and use the load option from the materials section. Just remember to check your vehicles load limit first or it wont show up as an available destination to load.