I don't own a Tyros, but I know you need the software Voice Creator for it, and you need to import individual samples as WAV files and then assign them to keyboard zones.
Below you find a description, unfortunatwly in German, maybe you can use an automatic translator to understand most of it:
Sorry, I don't manage to insert the link with the Surface I'm presently using. The main website is
www.eifelsounds.de