You can drag&drop elements from the tree view either in to the sample tab (to only load one sample, but most MIDI instruments are multi-sampled) or into the instrument tba (to load a complete instrument with all its samples). Please read the manual on this topic for more details:
https://wiki.openmpt.org/Manual:_Tree_View#MIDI_LibraryNote that the samples in the system's default MIDI library are of low quality. You can find better samples by checking out the "Web Resources" link in the Help menu, or by browsing the
free samples topic here on this forum.