You need to grab them by holding "G". press C to see all the controls.. after you hold G to carry ammo / coal, you'll be able to drop it where it needs to go..
When you drop ammo on guns (straws), they will load up with a green indicator. Later on you will be able to press E to shoot.
Also, the submarine only moves when enough coal is loaded, so I suggest you load 2 or 3 first.. then try moving with "i, j, k, l" to avoid having to manually control the steering :D