Maybe I am stating the obvious here, but the next steps given the gear that you have are:
1. actually recording your instrument a bunch of times. If this is an analog, expressive instrument where timbre can vary enormously, try to be consistent as you record a bunch of pitches, evenly spaced across the scales.
2. clean up the recorded samples so that the files start at the beginning of the sounds, and capture whatever "tail" you want, but not much more.
3. optionally, insert loop points in the samples. Generally, the goal is that the sound can play from the beginning, then loop seamlessly for however long, then continue with the tail. There are tools that can help with this, e.g. using "crossfade looping".
4. load the samples in the sampler plugin, for example EXS24. Note that this is an "advanced" feature that you need to enable in the preferences.
5. spread out your samples across the keyboard so that they match the pitches that you recorded
Once you got going with this, revisit fuzzfilth's advice: pitching samples up and down only goes so far before it gets weird, but it's quite tricky to go smoothly from one sample (being pitched up) to its neighbour (pitched down) with it sounding smoothly, and the same for layers of samples at different velocity on the same key. It's a rabbit hole.