On a typical controller pad, you will have 4 action buttons which are placed North, South, East and West.
Reloading from save state means you continue from the exact instance when you hit the save button combo. Take note that when you upgrade the Batocera version, sometimes the saved state may not be recognised due to changes in latest version of emulator so it’s best to rely on the in game save options where possible (e.g. save points within an RPG game).