The NN-19 can read audio files in the following formats:
REX file slices (.rex2, .rex, .rcy)
Any sample rate and practically any bit depth.
If you want the files to play back with their original bit depth - if higher than 16-bits - make sure to activate "Use High Resolution Samples" on the General page in the Preferences dialog. Otherwise, samples will be played back as 16-bit files in NN-19 regardless of their original bit depth.
Wave and AIFF are the standard audio file formats for the PC and Mac platforms, respectively. Any audio or sample editor, regardless of platform, can read and create audio files in at least one of these formats.
SoundFonts are an open standard for wavetable synthesized audio, developed by E-mu systems and Creative Technologies.
REX files are music loops created in the ReCycle program. The NN-19 lets you either load REX files as patches or separate slices from REX files as individual samples.