If this is for a personal firearm and not a vehicle mounted weapon then you need to purchase ammo under the gear tab, when you purchase ammo it will ask for what type of weapon. Then, as long as the character is in career mode, you can use the reload button for the selected weapon. If you have only 1 type of ammo for the selected weapon it will automatically be selected. If you have multiple types of ammo, then you should get a drop down list to select from. It will automatically fill to capacity or load the remaining amount if you have less than the capacity of the weapon.