FL Studios DirectWave sampler is a simple yet powerful tool. 

It allows you to sample with ease both real and virtual instruments. You can even create different sample triggers at different velocities.

FL Provides a great documentation resource that helps you navigate all the available features. (Documentation)

To showcase how simple it is to use I decided to prepare a short video documenting how quickly you can sample a live instrument and play it on your midi controller. For my example I choose to use a Kalimba thumb-piano. The result managed to capture alot of detail of the Kalimba and recreate how it would be to play it using midi.