Why does the "load" method return nothing?

Not exactly. Yes, void is used when nothing is returned and therefore the method load doesn't return anything. It just does something. I'll give you some examples so you can understand. Let's say you have the following class:

public class Dog{
    private String name;

    public void bark(int times) {
         //the dog barks "times" times
    }

     public int getHumanAge(int dogAge) {
           //For the first two years, a dog year is equal to 10.5 human years. Meaning in 2 years the dog will be 2 dog years and 21 human
          return dogAge*10.5; // let's assume it's not just for the first two years
          //you get the age of the dog
     }
}

And then you create an instance of that class:

Dog husky = new Dog();

Now what can the husky do? Simply - bark. Yes it has a name(not relevant) and age (notice it's not a member variable) which you can access through the method, but the husky itself can't speak to you and tell you its age, can it? Therefore it's only ability is to bark. When it barks you don't get the word back written on a paper, do you? No, you just hear the sound. That's why bark is of type void - because it does something and returns nothing.

Now what about getHumanAge()? It does something too, right - calculates the dog's age in human years. Why is it not void? Because after the calculation, it gives you back that integer to work with. Therefore you can do something like this:

int humanAge = husky.getHumanAge(2);
System.out.printf("My husky is %s human years old", humanAge); // 21

But you CANNOT do this:

<type> bark = husky.bark(3);
System.out.printf("My husky barked %s times", bark);

It doesn't make any sense. You can't assign the method to anything because it return nothing.

So coming back to your code. The method load simply refills the pez dispenser and it's done. It doesn't return you the number of candies inside the dispenser, it return the moment it did it. It just simply obeys your order without any question - Therefore void.

I just made up that example with the dog, so if it's confusing please let me know. I hope that clears it up.