You should not need to drill any holes or to drill the pin(s) that hold the barrel to the stock.
The nose of the stock is held to the barrel by the nose cap which traps a protrusion of wood at the muzzle. The nose cap is screwed to a threaded hole in the bottom of the barrel.
Now, to get to the shooting of your rifle:
Because it is a flintlock, you can NOT use ANY of the modern synthetic black powders to prime the pan or to propel the projectile.
Basically, all of the synthetic powders like Pyrodex, Triple Se7en, Black Mag, etc all have too high of an ignition point and burn too slowly when they are outside of a barrel to do the job.
Only real, black powder will ignite in the pan with the "flash" that is needed to fire the main powder charge.
Likewise, only real black powder will ignite reliably inside the barrel when the priming in the pan flashes.
Real black powder cannot sit on a shelf at a gun store. It must be locked up in a special box by the store and many times the clerks at the store don't even know they have it so, ask the owner or manager of the store about it.
I should add, many gun stores don't even have it because of the "lock up" requirement, insurance costs and low sales so, call ahead. Talk to the manager and make sure he knows your asking about real black powder. Mention brand names like GOEX, Schutezen and Swiss.
Your gun will like 3Fg powder but 2Fg powder will work almost as well.
With that out of the way, as another member already pointed out, these guns are made to shoot solid lead, round balls.
You will need balls around .440" in diameter for a .45 caliber gun. .490 diameter balls work great in a .50 and .530 diameter balls work in a .54.
The ball will require a cloth patch to grab the rifling. This patch needs to be strong and cotton works best. T-shirts are too flimsy and seldom work well (although they do work nicely for cleaning patches).
Look for unlubricated factory made patches about .015 thick or buy some red/white or blue/white striped "pillow ticking" at your local Wal-Mart or sewing store.
The patch will need a lubricant on it.
Store bought things like WonderLube are OK but olive oil, vegatible oil, Crisco, and Cold Cream if you can stand the smell will also work.
You will need a powder measure of some kind.
There are many on the market but if you have an old spent cartridge case, it can be used.
Follow this link to a topic about cartridge cases
http://www.muzzleloadingforum.com/fusionbb/showtopic.php?tid/247958/
If your gun is a .45, like another member said, start with about 45 grains of powder in the barrel.
Somewhere between a 45 grain target load and a 80 grain hunting load you will find one that shoots much better than other loads. It takes some time and shooting to find out which load works best.
edit: I need to stress the need to clean your gun after it is fired.
Black powder fouling is extremely corrosive when it gets damp and just the humidity in a room is enough to dampen it.
Clean the gun as soon as you possibly can after you've shot it.
Use plain water with a little dish washing soap added to it to cut the patch lube.
When it is clean, thoroughly dry the bore and apply a very light coating of gun oil to protect the bare steel.
Have fun and don't be afraid to ask questions.
That's what we're here for.