Most of the included NN-19 patches are made up of a collection of several samples. This is because a single sampled sound only sounds natural within a fairly narrow frequency range. If a single sample is loaded into an empty NN-19, the sample will be playable across the whole keyboard. The pitch (frequency) of the original sample (called root-key) will be automatically placed on the middle C key (C3).
Note that this has nothing to do with the actual pitch the sample itself produces! It may not even have a pitch as such, it could be the sound of someone talking for example.
If you play any single sample about two octaves above or below its root key, it will most likely sound very "unnatural". In the case of it actually being a sample of someone talking, playing two octaves up will make the talking voice sample sound squeaky, short and most likely unintelligible. Two octaves down the voice will sound something like a drawn-out gargle.
Thus, the range that most samples can be transposed without sounding unnatural is limited. To make a sampled piano, for example, sound good across the whole keyboard, you need to first have made many samples at close intervals across the keyboard, and then define an upper and lower range for each sample, called a Key Zone. All the keyzones in the piano sample patch then make up a Key Map.
To sample real instruments accurately requires a lot of hard work. Firstly, you need the original instrument, which should be in perfect working order. For acoustic instruments you need a couple of good microphones, a mixer or other device with high quality microphone preamps, and a room with good acoustics. You need to be meticulous when recording the different samples, so that levels are smooth and even across the range etc.
Fortunately Reason provides a wide range of high quality multisampled instruments, so much of this hard work has already been done for you.
In our experience, most people don't use samplers only for playing sampled versions of "real" instruments. Very often, single "stand alone" or single samples are used. Maybe you wish to use different sounds for every key zone. Or you could have complete chorus and verse vocals plus variations assigned to several "one note" key zones. Or use samples of different chords that play rhythmic figures to the same tempo, and use these to build song structures etc. The possibilities are endless. When you use samples in this way, the keys on your keyboard that play the samples do not necessarily correspond to pitch at all, the keys are simply used to trigger the samples.