Apparently I cannot load missiles and sensors on board a cargo vessel. Does that means there is no way to move weapons and weapon components between colonies or bases? I guess I could build a collier to move the missiles but I'm not sure how to transport the FC sensors and Beam turrets and FC from Earth to Mars. It would be quite inconvient to have to build Ordnance Factories and CF on Mars when I have stockpiles on Earth already.
As already said in the post prior to yours, there is no need to move components unless you are planning to produce the PDC sections on Mars, in which case it would probably better to simply build the PDC in one piece. The components are consumed when constructing the PDC sections, so you want them present on the world you are doing that on.
If you do have a situation in which you need to move components around, you can load them into normal cargo bays.
For transporting missiles you need to design a Collier, a ship with a large number of magazines as missiles cannot be placed in cargo bays.