A320
Flight Crew Multiengine; Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument
Human-Machine Interface; Situational Awareness
Deviation - Altitude Overshoot; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT
Flight Crew FLC complied w / Automation / Advisory; Flight Crew Took Evasive Action; Flight Crew Executed Go Around / Missed Approach; Flight Crew Became Reoriented
Human Factors
As we arrived in ZZZ; the First Officer and myself had planned on the ILS to RWY (Runway) XX as the winds had favored that runway. The winds had shifted and favored RWY XY as we were handed off to approach control. As I was the flying pilot; the FO (First Officer) hastily entered the RNP to Runway XY. This was also our first time into ZZZ. As the aircraft captured Final App... it looked as if we were on profile... and we were also visual. I soon realized that the altitude constraints had not been loaded due to the fact that the approach via had not been entered. I arrested the descent; however; we did get the 'pull up warning ....a go around was performed followed by the published hold. We then performed the ILS to RWY XX; circle to [Runway] XY to a normal landing."
Air carrier Flight Crew reported GPWS Alert on approach.