The booster has two kinds of joints between its segments, field joints and factory joints. The booster parts shipped to KSC were made up of two segments joined by factory joints. At KSC, these parts were put together using the field joints. There are three field joints and seven factory joints in a Shuttle SRB.
Both kinds of joints are pinned joints. As shown in this picture, there are a large number of holes around the joint. Once the segments are aligned, pins are inserted into the holes. Then a retainer band goes around the outside of the joint to hold the pins in.
Here is a cutaway drawing of the factory joint.
That's it for the factory joints. These are the black bands you see.
The field joints are assembled basically the same way, but after the retainer band goes around them, electrical joint heaters are attached, to keep the joint O-rings nice and warm and help prevent another Challenger-like failure. (Mechanical features of the field joints are different now from what they were in Challenger days as well.) The white bands are field joints and are bigger because they incorporate insulation and the joint heaters.
Here's a cutaway drawing of the field joints showing the heaters, insulation, retaining band and pins.
LOADED just means the casing has propellant in it. I haven't found a reference for that one either. But, here is a segment with the counterexample: INERT
Rotated and cropped from this KSC flickr image
LOADED is a segment with real propellant in it, INERT does not have real propellant in it.
Bonus SRB labeling fact: the SRB segment railcars are labeled with DO NOT HUMP.
That means they should not be subjected to "humping", a process where "rail cars are pushed up a hill (hump), uncoupled, and then rolled downhill into remotely controlled sorting tracks." (source: Union Pacific glossary)
General reference for field and factory joints: SPACE TRANSPORTATION SYSTEM HAER No. TX-116