when a website loads it means that it is working, that you can see and interact with it.
It's called "loading" because the web browser has to load the website's various files (HTML, CSS, scripts) from the server down to your computer and process them. After all that has happened without any major errors, you can actually use the site and it is "loaded".
If some people were to bombard the website's server with a huge number of connection requests, the server would pretty soon reach a point where it can no longer reserve any more memory for those requests and eventually break down with the result that the website would no longer able to load (the server wouldn't respond anymore), because the server wouldn't be able to send those HTML, CSS and script files anymore.
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