FS22 has machines for lifting and stacking bales automatically to create stacks that are easy to load. However, you should always have a front loader attached to the tractor and a trailer for the bales (in fact, you can even load them on a low loader), when there is a lot of them. Other loaders also have forks for bales. Remember, however, that large bales can be very heavy, so may sometimes add extra weights on the rear of the tractor.