1. Move the transports out of port, into the sea area next to the land province where the troops are standing.
2. click on the army and then when its highlighted, right click on the fleet.
3. Wait, dont move anything, a movement arrow will come up for the army showing its loading progress.
4. When the army has finished loading it will disappear and the fleet will now have the option to unload troops
5. You may now sail off with your army on board
All this only works if your fleet has the carrying capacity for the army. On the right of your fleet window it shows you the carrying capacity, and on the right of the army window it shows you the weight.
So Step 1.5 might be regorganise your army so that it is of low enough weight to be carried by that fleet.