Like I mentioned, this is a very new capability, and it isn't as parallel as it could be, in that it runs the samples sequentially. If the individual sample simulations are big enough to run in parallel, that type of parallelism will still happen.
Part of why we didn't implement this feature until recently is that most of our users who want to do sampling do it using Dakota. Dakota is an open source UQ toolkit that you can also get from Sandia. It is very mature, and handles doing the sampling in parallel very well. You can read more about Dakota (and download it if interested) here:
thanks,
The Xyce Team