The doc statement means that the Hydraulic motor itself does not include loads such mass spring and damping.
This means that you need to use blocks from the Mechanical section of the Simscape foundation to apply load, for example Torque Actuator, Rotational Spring, Inertia, etc...
See demos like "sh_hydraulic_transmission_secondary_control.mdl" or "sh_actuation_system_cartridge_valve.mdl" for example.
