When you turn MPC on it is empty, that means you have to put sounds in it in order to play them or edit. Anything in .wav format should go (theoretically...). You can put pendrive in front of it so it is pretty easy. Your question is very basic and you have a lot to learn. People here rarely answer questions that are explained in manual. So go and start from manual. You can download Reference Manual from akaipro official site (about 250 pages), but I think you should start from User Guide (about 100 pages), which if I remember good should be somewhere in this forum. User Guide should be enough to start working on MPC. If you want to learn on it through trial and error method, then good luck...
Basically it's going like this: load sound, assign it to a program, then assign program to a part and a part to a track.