What should I do with vocal sample and what kind of instrument should I use to play and pitch sound like this? Below some examples with this kind of 'legato' vocal effect:
The second onw sounds like a regular pitch-bend to me. The first one - I don't know. For a pitch-bend it is a bit "too good".
Some instruments have a thing called "fingered portamento". When you press a secod key without releasing the first, the sound slides up to the second key without going through its attack phase. Old Yamaha synths had this and it sounded great on an acoustic bass. But I don't know if its still around.
Another option is to use a sequencer and type in the pitch-bend numerically. That however is a bit tedious and you need to do some calculations (at least once) to convert semitones into pitch-bend controller-values.
I tried to solve a similar probme (bent notes on a guitar) and finally ended up using supercollider. With that thing you can use a midi-keyboard to control just about anything. But it requires programming.