"Side loading" refers to putting the eBooks on your Kindle (or tablet, or whatever) via the USB port and not via the "normal" means (e.g., WiFi connection to Amazon).
You can do this simply by plugging your Kindle into your computer with it's supplied USB cord. Then you drag-n-drop the eBooks from the computer to your Kindle. This implies that: (1) you already have the eBook on your computer (you previously downloaded it from Amazon), and (2) you know
where on your Kindle to drag it to.
To make this easier, and for a whole lot more eBook functionality, I recommend the "Calibre" software. This is free software, and I believe it is available for just about any computer OS platform you'd normally want to install it on.
https://calibre-ebook.com/
Personally, I use Calibre to put eBooks onto my Kindle. You still plug the Kindle into your computer with it's USB cord, but then it's as simple as going into Calibre and highlighting the eBook(s) that you want to copy to your Kindle and clicking a button. Calibre knows where to put them on all eReader devices. Plus, Calibre adds capabilities above and beyond a simple eBook transfer. you can rename the eBook during the transfer, for example.
The best forum I've found to ask questions regarding Calibre is here:
https://www.mobileread.com/forums/forumdisplay.php?f=166
The developer of the software is very active on the above forums, so you can get answers directly from him. And, there are a ton of experienced Calibre users on that forum.
Getting the eBook from Amazon onto your computer is simple: You go to Amazon->ManageYourContentAndDevices->Content and you will see a listing of all the books you have ever purchased from Amazon. Choose the book you are interested in, click on the three-dot icon next to it, then choose DownloadAndTransferViaUSB. Now that you have the book on your computer, you can drag-n-drop it to your Kindle. I do not know the specific directory on a Kindle to drag-n-drop to, since I've always used Calibre for this step. You should be able to Google for the appropriate Kindle directory, or ask on the forum link I provided above. But really, just obtain and learn how to use Calibre - it is a fantastic piece of software.
[edit] p.s. - You can also use Calibre to remove DRM from your eBooks. So if you bought the book from Amazon (in Kindle format) you can remove the DRM and then convert the book to, say, EPUB format for use on a different (non-Amazon) eReader. Calibre does not remove DRM itself, however it supports plugins, and there is a plugin named "DeDRM" that handles the task. Use of the DeDRM plugin is mentioned on the above forums, but not discussed in depth. If you ask about the plugin, you will probably be directed to "Apprentice Alf's Blog" for detailed information on how to use the plugin. [/edit]