I don't know anything about FL, but I'd suggest you start with a google for "fruity loops automation." Automation is essentially what you're talking about, you can record/manually write in the lowering or raising of volume, pan, or a great many other things. When you play it back, those gradual (or not so gradual) changes will play back as well.
Sample is just a general term meaning any small clip of audio used in a piece of music. So yes, it could be a segment of another song, but in this case it means the actual recording of violins, piano or whatever else that you're playing back with each note. You can get higher quality samples, but they're not cheap.
Hope this helps.