Hello, how to set up kontakt to when I play a note, hold it down while playing a seconde note, then take my finger off the second note it will play the previous note? I apologize I don't know the name for this.
I believe you may be looking for a way to turn a polyphonic instrument into a mono/legato instrument.
In your kontakt instrument, go to "script editor" and in an open script slot, go to factory -> performance -> "Unisono - Portamento".
"Mono Mode": from "off" -----> Mono (or Legato depending on how you want the triggering to occur)
Portamento: "On" will activate what is commonly also called "glide" between the overlapping notes. The settings in the bottom screen shot should give you a mono instrument that re-triggers a held first note after the second note is released.