Like many nouns that can mean an action as well as an actual thing, freight refers to either the sending of goods or the goods themselves. It can also mean the charge for sending goods. You pay freight for the freight of your freight.
Freight can also be used as a verb. If you freight a train with goods, you load it up with items to be shipped, and if you freight your furniture to your new home in another state, you send it there. Use freight like this only if you are sending your things a long distance. If you your new apartment is only across town, you would say that you're moving your things to your new place.