A multi-sampled instrument is an instrument that has been recorded several time so that each sample can be mapped on a MIDI keyboard and played more accurately than if it was sampled one time. For example, a multi-sampled piano would be recorded for each note of the key, at different velocity levels. The more samples you have the most accurate will be the result. Some instruments like the keyboards needs a lot of samples to be reproduced accurately, ending with a very large file and thousands of mapped to the midi keyboard velocity, notes and modwheel.