Hi Jon and welcome to the forums!
Generally you can't create samples just out of MIDI notes. You need in instrument of course that creates some sound to create the samples from. The sound can be generated by a VSTi, which could be a sampler or a synth or something else that creates sound when getting MIDI Data.
Reaper can do what you want to do, if the above conditions are fulfilled, but it's quite a complex task that can't be explained in one or two lines. Also, the task might differ, depending on the samples you want to create.
-Data