Play sampled instrument sounds with controller and record into audacity

Im using Audacity 2.3.3 and windows 10. I bought sampled percussion sounds-bongo hits, shakers etc, that I want to activate using a small controller
piano keyboard and record those sounds into the Audacity Daw. Do I need to buy a “sampler” software that stores the sound samples(WAV files) and then
have the piano controller play those sound so I can create my own percussion patterns and also record them into Audacity on a separate track.

I hope Im being clear, Im new to this playing sound samples world so any help anyone can offer would be appreciated.