Tanker if you're familiar with in line muzzleloaders then a sidelock should be a piece of cake. You can use the same bullets (bullets/sabots) that you use with your in line unless you're shooting a slow twist barrel. I'm assuming its a CVA, Traditions or T/C which would have about a 1:48 twist. Real black powder in FFg (or Swiss 1 1/2) is great. If you can't get it then Pyrodex RS would be a good choice. Your hardest thing to get will be #11 percussion caps.
Enjoy your new purchase.