Making stuff from scratch
Create a new set by clicking the Add New button to the right of the sets.
When you create a new set, Sensory Percussion auto-generates a Drumset Instrument module with Drum Pad modules based on the your current hardware inputs. The active zones of these Pads modules will match the zones that you've trained on that input.

This default module lets you quickly drag and drop samples from the library to start building sounds. Or you can select the whole Drumset module and hot swap it for a complete drumset from the library.
Add Your Own Sounds
You can add bookmarks to your own sample and set folders in the Library. Select the + button in the library under Folders. Now you can drag in samples (as well as sets and layers that you have previously stored in this folder) into your set.

"Group Into... Selection"
You can right-click on any module(s) and select "Group into..." and then choose the type of controller you want to generate. This will put whatever module(s) you have selected inside of the chosen controller. This is a really fast and unique way to work. You can, for example, drag a list of samples from the library and quickly put them all inside a Drum Pads (or any other controller) without opening up the Library panel!
For more more information about the basic building blocks and how to make stuff in Sensory Percussion, be sure to check out: Software Concepts, generators, controllers, effects, virtual inputs and input filtering.
Also, take a look at the How To Section to gain knowledge of specific Sensory Percussion techniques.