You’re not alone in finding this aspect confusing.
Pattern loading :
This is not a menu operation, they’re loaded when you select one using one of the BANK buttons along with one of the 16 TRIG buttons.
A Kit is associated with a Pattern, usually on a one-to-one basis (i.e. Kit B-12 associated with Pattern B-12), but this need not be the case, i.e. a number of different Patterns can refer to the same single Kit (though note that editing this Kit will affect all Patterns using it).
Essentially, when you select (load) a Pattern, a Kit is loaded along with it (and this Kit contains 4 Sounds, etc).
Pattern saving :
Patterns are different to all other data types in the A4, in that they are auto-saved. This is done when you select (i.e. load) another Pattern (BANK + TRIG buttons).
The upshot of this is that if you alter a Pattern (experimenting with different ideas) and you don’t want these experiments to become permanent, then you have to remember to Reload the Pattern (a menu operation) before changing to another Pattern. (smokyfrog described the process.)
I found this very confusing before I realised this auto-save distiction.