How do I use samples with a step sequencer/piano roll, like in FL Studio?

Like I understand theres like virtual instruments and stuff but I just want to load one sound I got from Dubturbo...
And in fact I can barely use the softsyth...when I go to Cakewalk soundcenter I double click the sound pack but when I click on the keyboard theres no sound
(I'm only playing with the demo so maybe that's why I can't do it)

Not sure what's included in the demo version, but you can use a sampler like Dropzone. Drop a wav into dropzone, click on the step sequencer at the top right of the dropzone window and you're off.

You need an audio track to hear the output from a synth. If you're using midi, to get started with softsynths, I would use Instrument tracks,  combined audio and midi tracks - when you insert a synth you should get the Insert Soft Synth Options box, check Simple Instrument Track. If you don't get this box, click on the Insert Synth Options button at the top of the synth rack (which is one of the tabs in the browser). When you get the option box, you can check Ask every time,

Simon
 

Only Cakewalk Soundcenter is included in the demo. I would've used Dropzone cuz its in that manual someone gave me.