Been a Maschine (mkI) owner for many years. Saving and tagging your own samples is pretty simple and highly recommended (esp. for calling them up from the h/w unit), but it can get tedious and time-consuming depending on how many sample libraries you have, diversity of sample types, etc.
From memory (I'm at work): in the software's browser, click on Disk and navigate to a sample library. Select the samples you want to import - use SHIFT-select to select ranges, CTRL-click to select non-contiguous samples. You should see an Import or Add button - click it to bring up the tagging dialog box. You can tag all samples using the various tags in the columns, or add your own tags in any column using the new tag button at the bottom.
I typically use the developer or library name for the first column and the drum/instrument type in the second column, and the style, genre, or processing (e.g., distorted, acoustic, dry) for the third column.