To load into the NN-XT, you'll have to expand the device and then click the second folder button, lower than the one at the top. Says "Load Sample" as a matter of fact, while the topmost folder button says "Load Patch."
Loading a sample into NN-XT will range it something like five octaves across your midi controller if you've got one, or the keyboard in the sequencer window. There are controls to reduce a single sample to a range of keys at a certain pitch, or a single key at a certain pitch. Up to you.
You are also able to load in multiple samples to one NN-XT device. So if you're wanting to play a chopped up melody, you can load each chop and assign them to specific keys and play them as you please. Same with anything.
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