First you need load a structure into PyMOL. You can refer to core set of commands for download options. If you have an actual pdb downloaded and on your computer already, you should use the “load” command. “load” can by used to read molecules, crystallographic maps and other volumetric data, PyMOL sessions, and some other types of content.
load 1dn2.pdb load file001.pdb, ligand load http://pymol.org/sample.pdb