ah ha!
ok this is hard. was confusing. You've A: built the missiles, B: put magazines on the ships. There are now two main ways to load:
Go to the ship design window, and click the ordinance tab. Here, you say how many of each type of missile the ship should have. So say you have a mix of AMM and antiship missiles, making up some numbers here, we want 80 antiship and 200 AMM. You put those numbers on the ship. The ship now knows how many missiles it should have.
So now, take that ship, and fly it to the ordinance stockpile, and select "load ordinance" or similarly worded command, and viola! you has missles.
Now create a missile collier containing nothing but a smegload of magazines. Click the collier box. Designate its loadout the same way as before. Now you can fly this ship to your needy ships, and tell the collier to load the target fleet with ordinance through a similar command.
Cheers!