How to sample

This may be a easy question but....... I saw on the latest Fantom G video some guy sampling an old synth and then being able to use the sounds on his keyboard. Not just triggering the sound, but changing the pitch with each different key. I didn't know you could do this?? so I tried to do it on my Juno G but with no luck.

I thought that if you sample something you can just put it on an audio track. Am I able to sample, say my voice, and then play it back using the keyboard in different pitches????