Upon death there is a 10 second timer that will return you to the main menu, where you can load from last save point. As for reloading you must hold the R key while your weapon is drawn and not cocked. Then while holding the R key press E to insert a round into the cylinder and right mouse to toggle the cylinder to the next position. Repeat that process while holding R until you're fully loaded. Then release the R key and your weapon will be loaded.