I think they cover it in the Groove3 series, but it is pretty simple.
Click on the quick load button on the top menu.
It will show up on the bottom under the instruments.
There are three tabs - instrument, bank, multi. Click Instrument.
To make folders, you either right-click or double click on one of the cells.
Otherwise, just drag instruments from the file browser to quick load section. Once you have them in the quick load, just drag them to the instrument area or click.
Adding multis and banks works the same way, but click on appropriate tab.