Hi !

Well basically a sampler is a kind of recorder, it allows you to record some samples from an audio source or use sounds banks. Then you can edit your samples, add filters, loops, assign them to key notes, pitch them, etc...
You can control your sampler with midi and use your samples to write tracks in your sequencer.
Some samplers like the MPC got pads, you can assign samples and trig them. Interesting for live stuff.