If you just start with the "Empty Program" you have when Dim Pro opens, select an element [E1-E4] and click in that area the red line is pointing to, the open file dialog shows a lot of files that you can work with.
The four elements are a blank slate that you can load anything into, and the rest of the patch settings are set to default init values, so you can shape the sound any way you like!
I find that I have good results when I load an sfz file into an element, because the multisamples get loaded with the keyboard regions already lined up. If I just load a wav sample, the pitch gets shifted up and down the keyboard, away from the root note that was recorded. This can work ok with some sounds, if you don't get too far away from the root note.