For most manual camera types:
If there are slots in the take-up reel, insert the film leader in one of these and then cock the film advance leader until the film starts to wrap itself around the reel, release the shutter and repeat. Now use the film rewind knob to tighten up the film a little before closing the camera back. You can now advance the film by cocking and releasing until 1 appears in the film counter.
For most automatic camera types:
There should be a small mark indicating where the tip of the leader should be positioned. Pull the film leader across to the film take up reel until the tip corresponds to the mark and close the camera back. The camera will do the rest (some need to be switched on at this point) and advance the film: if 1 appears in the counter, the film loaded properly, otherwise open the camera and try again.