Hello, welcome!
Yes MIDI is the best way to trigger sounds from another MCU like Arduino Nano.
In the WEB UI, you will notice that each sample that you upload is placed into a slot which has both a note name (ex. C#4), and a note number (ex. 42) associated with it, and that there are 16 "voices" enumerated at the top.
The note number corresponds to the MIDI Note number that will trigger it.
The "voice" corresponds to the MIDI channel that will trigger it by default. Note that the mapping from MIDI channel to "voice" is dynamic, using MIDI Program Change commands, so it can get more complicated if you wish.
Do let me know if you have more questions, and please consider joining the Discord server, which is a much more user-friendly way to get support from myself and others, but if that's not something that interests you, asking questions here is also totally fine!
Andrew