I agree with Chawbaccer. The gun should be cleaned before it's loaded, for safety and maintenance reasons. A person would need a nipple wrench to remove it, and make sure that the flash channel is clear. The barrel should also be cleaned and checked for rust and obstructions first.
Whenever a BP gun is fired, there is a cleaning procedure that needs to be done to make sure any powder residue is removed because it's corrosive and can ruin it by causing rust.
BP shotguns can be loaded with lead shot, buckshot or round ball (depending on the choke constriction), and even other projectiles like salt or glass.
A muzzle loader is like an old fashioned cannon. The powder is loaded first, then there is a choice of using a wad or not under the shot charge. Wadded newspaper, a wool wad, a hard fiber wad, card wad, leather etc... possibly also in conjunction with a modern plastic shotgun wad. Then the shot charge or fitted ball (bare or patched), is firmly rammed down on top of the powder. An over shot wad or card is then placed over it all to keep the charge in place.
A cap is put on the nipple, then the shooter aims and fires when ready.
The powder must be measured out with a powder measure before loading, and generally an equal volume of shot and powder is used. Then the loads are adjusted to pattern better. 80 - 90 grains of powder and 100 -110 grains of shot (by volume) is a common type of 12 gauge load.
As mentioned, the gun must then be thoroughly cleaned and lubed to prevent rust afterward, including the nipple & flash channel.
Improperly cleaning, loading and shooting a muzzle loader can be very dangerous. Exercise extreme caution, especially if there is a hang fire.
Maybe muzzle loading is something that you'd like to try out someday. Talk to some of the BP shooters at your club, they are usually the friendliest shooters and will usually let anyone shoot their BP guns. You just might get hooked!
http://www.hunter-ed.com/sc/course/ch5_unloading_firing_muzzleloader.htm
http://www.hunter-ed.com/sc/course/ch5_loading_a_muzzleloader.htm
http://home.insightbb.com/~bspen/shotgun.html