Hi,
You can import .wav, .mp3 and etc with ease. Simply browse in the file manager at the bottom and drag onto your track. Since satellite is a free sample player of Samplebase products; it's proprietary and can not be loaded into Magix. If you purchase a collection in the correct format then you can.

Connect your Korg and install per manufacturer instructions - then set Magix program settings to use your Korg as the MIDI device... that should do it.

Justin