So long as you have the requisite number of items in your current ship (not one that you order to dock there remotely), when you dock the mission should auto complete after a few moments (or sometimes, there'll be a popup asking if you wish to transfer the item).
You just need to dock at the station while piloting the the ship with the wares. The mission will remove the wares automatically and update after a few seconds of you being docked.
All deliver wares missions require you to be flying the ship that does the delivering.