That depends on what boiler it is...
Newer appliances sometimes come with an in-built filling loop... Normally with a plastic key or metal key that you insert into the appliance to allow the appliance to top itself up.
Older appliances (And still some new ones) have a braided steel hose attached to between the return pipe and the cold mains in your house, these then have either one or two valves that you need to open manually to allow the water to flow into the appliance.
GasAid.co.uk, December 2006