It is quite simple.
Reference Manual: starting Page 54.
"You can create a new Multi Pad by making the links with audio files (WAV format:
44.1 kHz sample rate, 16 bit resolution) in the User drive and USB flash drive to each
of the Multi Pad. The audio files (WAV) can be data you’ve recorded on this
instrument as well as commercially available ones. Multi Pads to which audio files
have been linked are called Audio Link Multi Pads. The new Audio Link Multi Pads
can be saved to the User drive or USB flash drive"
Notice: audio level and/or simultanious on/off