Well I'm new to this, but my understanding is that a sampler is a way to create your own sounds, and they are created by recording instead of being created by a computer. (Is that right?)

So when Kurzweil created their sampled ROM sounds, they went out with microphones and recorded them.

So sampled sounds I would think in theory be more realistic and less synthetic sounding than non-sampled sounds. That's probably debatable though.

What exactly happens after you sample a sound is beyond me - haven't bought a synth yet or a sampler. Maybe that's what you really wanted to know.

There are lots of people with more technical expertise who could provide a better answer. Additions/corrections to my answer glady accepted...