How can I create audio samples in Virtual DJ?
Virtual DJ doesn't have a built-in sampler. But, you can use an audio editing tool such as Audacity to record your own or download existing samples from: http://www.virtualdj.com/addons/samples.html.
If you are using VirtualDJ LE you should consider that this is a limited software and does not support loading or saving samples. To be able to take advantage of all features you should upgrade to the full version of VirtualDJ Professional: http://www.virtualdj.com/buy/index.html.
If you encounter any problems with downloading the sampler you could use some information available at VDJ's FAQ concerning plugins: