Loaded mobility is adding an external resistance to a movement in order to add stability, feedback and directional guidance to the position trying to be mobilized. Loads used for mobility training should be moderate in nature. Not so light that positional or directional feedback is not experienced, but not so heavy that muscle tension overpowers the intent of the stretch or mobilization.
This video tutorial is of the "Kettlebell Windmill" which uses a load (12kg) overhead to allow for feedback for an uncompensated shoulder position and directional guidance into thoracic rotation while the hip moves into internal rotation and adduction.