I play on mobile, which I know is different. But to load the slingshot is just like putting bait on the fishing pole. You open your inventory, it doesn't work from the toolbar. Select your stack of ammo and drag it to the slingshot. The slingshot should sort of light up when you have the ammo positioned correctly. Then it goes onto the slingshot when you release. I know the controls are different but I bet the idea is the same.