Z3TA+2 is a synthesizer with great depth of features and sound design capabilities, as well as an extensive set of presets to get started. But I would look to other tools if I wanted a sampler. The interface is dense with controls, which can be daunting.
When the Z3TA+2 synth interface is open, to the right of the "Cakewalk Z3TA-2" title you will find the "Synth" and "Effects" buttons that display the two main pages of controls. Next to those buttons is an icon like one of a pair of dice that can randomize the preset selected. The next three buttons give hierarchical access to presets by categories. With your MIDI keyboard as input, the synth plays the selected sound (whether bass, keyboard, pad, arp sequence, or other) as you press the keyboard keys. A set of MIDI notes imported into the Z3TA+2 track would play whichever preset sound is selected. The extensive controls on the two pages (with multiple sub-tabs on each) can modify presets into completely different sounds, or you can design sounds from scratch.
Clicking on the "Options" button in the upper right opens a drop down menu that includes access to a 66 page User Guide. One indication of the extent of features would be that Groove3 has a 24 video course on this synthesizer that provides a good introduction.