Although the SFZ instrument can do a bevy of other things, this video focuses on its capabilities as a soundfont player. Although soundfonts are old technologically speaking they provide an easy method for storing and sharing sampler banks that is pretty much universal. SFZ's interface makes using them very easy.

All the soundfonts used in this video are available for free on the internet; however, I don't have specific URL's for any of them. A quick Google search for "free soundfonts" should get you started. Besides, you'll enjoy it more if you find 'em for yourself.