Very easy.
All your samples are suppose to be in your LMMS-working-directory/ Samples
You can copy any
* wave
* ogg
* ds
* flac
file to that folder or sub-folders in that folder, and the sample will be globally available
But!!
Dont use <my computer> when you browse for your samples! LMMS has a dedicated button for sample-browsing in the sidebar
https://lmms.io/wiki/index.php?title=Side_Bar
Click the mySamples button https://lmms.io/wiki/index.php?title=Side_Bar#Samples -And you can sort, prehear and pick the one you prefer