There are many different ways to import samples into HALIon. In your case I would suggest to make a multi-selection of the samples on your Sample CD you want to consolidate in one HALion preset and drag and drop the bunch of samples onto the HALion 6 Keyboard at the bottom.
The mousepointer position and the corresponding yellow frame(s) will indicate how the samples will be mapped along the keyboard.
best regards
Gerrit Junge