Instead of limiting how much you can carry by number of items or slots, this game limits how much you can carry by weight.
You have a maximum weight you can carry. Every item in the game has a weight. Ince you carry more than your (max-)weight you become overloaded. For example: you have 100 weight; a weapon weighs 10 so that means you can carry 10 of those weapons before you become overloaded.
Overloaded means you will move much slower, unable to sprint and unable to ride a horse.
You can increase weight by in-game naming, skills or warpaints.
TIP: you can use your warrios to help you loot an enemy settlement by making them attack the enemy settlement (if the settlement is already cleared they will just take loot and go back to camp)
TIP2: if the settlment is close to the road and you have a cart available you can also use the cart but make sure to stay on the road or the cart will break fast