I am using a Roland XPS 10 synth that allows us to import sounds sampled from VST plugins into the memory of the synth and play. From what I know right now, the file that I have to export from the DAW and copy into my synth has to be a .wav file. However, I have no clue how I can create a file from the VST plugin I have, which I can play using a midi keyboard on my DAW, to create a .wav sample to play on my synth.
I saw a video where a person demonstrated it with a flute VST. They first added a virtual instrument track and then, in the piano roll, drew a 1 second long note on C4 and simply exported the project as a .wav file. He then copied it into the synth's memory and boom! It worked. However, the same thing didn't work with piano VSTS.
What is the standard way of sampling a sound from a piano VST plugin to use on a synth? What steps should I follow and what software (DAW) should I use?