That's a good video showing how to load a snare while constructing it. A snare can also be easily be loaded after construction , as "uke's" are. To load the snare, grab the lock with your left hand and about 7 inches of cable with your right hand. Run this portion of cable, in its natural wire curve, several times over a small round rod or screwdriver that has been clamped in a vise. Do not apply to much pressure on 7X7 cable or the snare will become kinked. The 1X19 cable will take a lot more pressure but you still need to be careful. Practice will teach you how much pressure is needed to provide either cable with a round loop that will close quickly when little pressure is applied to the bottom of the loop.
In the following picture of a well loaded 1X19 cable snare, the loading is to the left of the lock. Load the cable from the lock out, not the cable the lock runs over.