To get an existing image, whether it is a photograph from a film camera or a digital camera, or a photograph in a magazine, you must do something to the image to get it to your computer's hard disk.
In the case of a photograph (or slide) originally from a film camera, you have to use a hardware device called a scanner, which attaches directly to your computer (think of a copy machine). The scanner converts the image to digital format--something your computer can recognize (computer language).
In the case of a digital camera, the image is taken in digital format, so you don't have to convert it. But you still have to get the image to your computer's hard disk. Usually, a digital camera will come with a cable that links directly to your computer.
Most digital cameras also use Memory Cards or Memory Sticks. These are like little floppy disks, where the digital camera stores the image (computer language).
If you use Memory Cards or Sticks, you still need a way to get the image to your computer. Usually, this is by way of another piece of hardware called a Card Reader. The Card Reader usually plugs into a USB port, and you insert the Memory Card into it (like a tiny floppy), and transfer or copy the images to your computer.
Loading is a term used to transfer/upload files OR transfer/download files to a computer. You can download items from somewhere else to your computer (import, bring). You can upload items to the Internet (send, export). Items may include software programs, images, data (as in Microsoft Word or Excel files), music, movies, etc.
Scanning is the term used to scan images, or, for example, a page from a book. You scan and save the image (in computer language) to your hard disk.
For digital cameras, the images are already in the format the computer will recognize. You download images from your camera to your computer.
If you are talking about getting an image from a web site and saving it to your hard disk--that's downloading an existing image (one that is already in computer recognizable format). You can do that by putting your cursor over the image's icon and drag the icon to your hard disk. This will save the image to your hard disk. There are other ways of doing this, but I'd need more specifics to tell you how.
And to confuse things even more, you can now take your film to someplace like Wolf Camera, and they will save the images directly to a CD (again, think floppy disk), which you then put in your computer and use as you will.
So, what are you trying to do--scan an existing photograph or slide taken by a film camera, download digital files from your digital camera and saving them to your hard disk, or download digital images from the web?