No.. _THIS_ is going to sound dumb...

[Comar]

You have several choices. The easiest is to press the button in the ship order row that looks a little like a green dome. It will say colonize if you hold the pointer over it. This will automatically load colonists onto your colony ship and send it to the planet you designate and colonize it.

You can also manually load colonists onto a ship by going to the ship order area and going to the second area. The button that has arrows going up and down will allow you to move colonists to your ships, then you can order then ship using the arrow key to a planet anywhere else to colonize it ( if you have the tech, that is ).

Or, like it has been said, you can send the ship and then send the people afterwards by transport.

Hope this helps.