Nocking an arrow or loading a stone in a sling are free actions that may be performed once per action. Reloading a crossbow bolt, clip, magazine, speed loader, or single bullet so that it’s ready to fire (chambered, cocked, etc.) is an action.
Some weapons are slower to reload, like heavy crossbows or black powder weapons. They require a number of actions to reload, listed as “Reload X” in their description.
Running & Reloading: Characters who run and load must make an Agility roll (at the usual −2 penalty for running). Failure means no progress toward reloading was made that action.