how can I load windows software onto my mac

You can install Windows using Boot Camp Assistant or using a virtual machine like Parallels, Fusion, or VirtualBox. Boot Camp instructions can be found here: http://www.apple.com/support/bootcamp/. Using a virtual machine instructions can be found at the respective virtual machine sites.

bingy99 wrote:

Is there an app I can download to allow me to install a windows program onto my mac

Yes. There has been apps like that for almost 10 years. Did a simple Google search of your question not help?