In general, the sequence of loading is to put in: a) gunpowder, either by pouring in loose powder, or by inserting a pre-measured bag of gunpowder usually called a "cartridge", b) wadding, soft material like cloth or paper, and c) the projectile, which may range from a solid ball to an assortment of scrap metal.
Since the items are generally tight-fitting, and the barrel long, a tool called a "rammer" is used to push the items down.
Muzzle-loaders must usually be cleaned ("swabbed") before reloading, so that there are no bits of burning material left in the barrel that may set off the next charge of gunpowder.