It's not necessary to load your soldiers into ships. When you have a port in the armies province and an unbroken line of ships between the port and the target province you can drop the stack directly on the target province. Unbroken line of ships means an allied fleet in every sea area between the port and the target province. An enemy fleet anywhere on the line will break the connection. Pressing the V button will reveal which seas are covered by your own fleet, and which are blocked by enemy fleets. Also, the Vikings of the VI campaign do not need a port in the province of departure: they can board their ships anywhere.

A word of warning, though: unless there is a port in the target province, your army will be unable to sail back after landing (with the exception of the Vikings, off course), and ports have a tendency to get destroyed upon capturing the castle. In other words, you probably won't be able to recall your army quickly, and getting your King stuck away from home can have disastrous consequences for loyalty.

Welcome to the Org, BTW .