The documentation states that the parameter to loadRequest must be a NSURLRequest object. You are passing a NSString. You must create a NSURLRequest object representing the URL you want to load. I would suggest using requestWithURL: which takes a NSURL (again not a NSString). You can create a NSURL from a NSString using URLWithString:.
Note that the compiler/Objective-C/Cocoa will not magically turn objects into the correct type for you: this is not AppleScript. You must pass the correct type of object.
It's very clear you didn't understand what I typed. Or even Objective-C in general (as if you did you'd not have done that). URLWithString is a class-method of NSURL. If used correctly it'll return a NSURL. Which you then use to create the NSURLRequest object.
I suggest you take a few steps back, stop trying to write code and learn the language and how to use the documentation links I provided.
"Discussion
This method is functionally equivalent to invoking [[webView mainFrame] loadRequest:[NSURLRequest requestWithURL: [NSURL URLWithString:URLString]]]."