All of the required items. Wads in the bag, a powder flask with a spout that measures 20 grains of powder, .451 ball ammo, percussion caps of correct size, cap loading tool, and revolver. An old shell case to act as a powder transfer is often suggested as a safety measure... not shown.
First measure powder into the spout. The spring catch captures the powder. Next step should be to load into a powder measure, not attached to the flask, before loading a chamber for extra safety. But on first loading this step is not necessary since there are no possible remaining sparks.
Load a cylinder. with correct powder charge. Again this is in a cold gun.
Load wad.
Put in ball on top of the wad and use the loading arm to press the load down tightly into the chamber.
After loading each chamber, then cap each nipple, being sure each cap fits on tightly and is not likely to come off. Sometimes this requires a slight squeeze to the open side of the cap. Chain fires are more often caused by caps coming off than any other factor from what I understand.
Now you should be ready to have some shooting fun.