Assigning Custom Audio drum samples to midi controller keys

Hi I'm hoping someone can point me in the right direction. I've downloaded lots of tutorials on Sonar X3 Producer from Cakewalk but I haven't found a solution yet to my issue.
 
I have a Kork Nano Key Midi Controller. And I have real drum audio  clips I want to use. I want to be able to take a trimmed snare hit audio clip and be able to control when it is used while I record. I realize you can also use a soft synth to do this type of thing but I want to build it myself.
 
I want to take my custom audio clips from an entire drum kit, trim them and assign them to different keys on the midi controller and make the sound when I hit the keys. Are you able to do this type of thing in Sonar? I'm assuming you can. The Matrix is pretty close to what I want but not exactly. I would appreciate a link to a great tutorial on this, or some direction.
 
Thanks in advance:)

Thanks for the quick response. I appreciate the clear helpful feedback:)
 

This is exactly what sfz files are for. They are simple text files used to assign a sample to one or all of the 127 MIDI notes. They can control almost any aspect of how a sample is played using MIDI controller data. You can load them into a variety of softsynths like Dimension, Drop Zone, etc.

I think the OP is asking for tools included in X3 (or possibly free 3rd party ones).