Press the key/button associated with it ( you may also right-click and select 'Recharge' from the drop-down menu). To recharge a weapon, select it in the Inventory menu, and the 'Recharge' option will appear. There are also certain skills and sets that allow you to capture souls without the use of Soul Trap. You must kill the enemy before the soul trap effect, apparent as a white glow around the target, wears off. You can do this by casting the Soul Trap skill (from the Soul Magic skill line) on an enemy before killing it. If a soul gem is empty, you will need to fill it before it can be used. Soul gems may be found in loot or purchased from vendors, and they may be either empty or full.