Each "kit" is a set of presets that say "when I hit this pad, play the following MIDI note".
The MIDI note is sent to the internal sound generator to play a sound.
If you plug on a PC, then you can send the MIDI note to a software sound generator, and have that play a sound,
So, you need to learn how to use your software to respond to the note being sent by your pad.
You could, in theory, have an infinite number of kits on a PC.
I shall not go into MIDI and software here, have a read of your manuals.