The first thing you need to do is make sure you samples are labelled and trimmed properly, and looped if needs be, with no pops or clicks. You can do this in most audio editors such as Wavelab and Soundforge. Samples must be labelled with the correct note information, ie Space_Pad C3, Unison Bass A#3 etc.
Place all sample in one folder, its easier to load them all at once.
Insert an empty Sampler. Before you load any samples, make sure have ticked the 'Bundle Samples' option and set the Sampler to Production mode.
Next, click on the small keyboard icon in the Samplers windwow, this will bring up the Program Editor box.

Click on Add Samples..

Go to the folder that has all your wav files, 'select all' and open.

You will now get 3 option of how the wavs are loaded. For general musical sounds, it is best to pick the first one, Orion will auto detect the pitch of notes (if you have correctly labelled them) and click OK.

If the samples are Stereo, you will now have two layers,one left, one right.
You can now click on any KeyMap and see on the keyboard what notes each sample is mapped to, and you can edit this if you wish, along with other options such as paning, velocity, output etc.

If you wish to add another sound, for example you may want to layer 2 diff pad sounds, just click Add Layer, then add the samples as before.
If you are happy with the mappings (you can edit them later if you want to change something) click Save As and save the .osp in the Presets>Sampler folder.
This should now show up in the Presets Menu of the Sampler.