Plogue has a pretty good User Guide for their Sforzando software. You can download it here:

Storfanzo User Guide

On the Settings tab of the Sforzando GUI, you can define the data paths on your system for both the location of a folder containing your sfz files, and another data path for the location of any data files that the ARIA Engine converts to sfz format (the folder auto-created by the program is named "ARIAconverted"). The User Guide explains this setup.

What I did was create a new folder named "Plogue" under my Documents folder, and then created a sub-folder named "SFZ Files", where I would store any files I manually put there. I made the Sforzando setting for the converted files data path to also dump into the "Plogue" folder, and the program auto-created "ARIAconverted" as a sub-folder under "Plogue" folder the first time it converted a file to the sfz format.

I haven't found too many good ready-to-use sfz files on the web yet. There are some commercially developed sfz file libraries that are available for purchase, but those libraries are usually offered for Kontact as well. The sfz format consists of wav sample files and associated text files to tell the sfz player how to run them. You can do a lot of tweaking of the sound samples, but looking at the text files, it looks like a lot of involved coding.

The Storfanzo player is one of the few freeware programs that will convert sf2 soundfont (and some other file formats) to sfz by importing them or simply dragging the sf2 file into the Sforzando GUI. I have found that this conversion process doesn't always do a good job of converting sf2 files into equally good sounding sfz files! I have had more success by using a VST Soundfont Player.

I'm using DSK's SF2-v2 VST plugin on the BIAB track that I want to use a particular instrument that comes from an sf2 soundfont. After installing the plugin, I then use the VST's GUI to set the plugin for the particular instrument from the sf2 file that I want to use for the BIAB track. Since I use BIAB 2018, the BIAB program is running 32 bit. The DSK VST is also 32 bit plugin, so I'm good to go. If you are using 64-bit BIAB, you will need Jbridge or similar to get this to work. In many cases, the un-converted sf2 sound on the BIAB track sounds better to me than using an sfz converted file on the Sforzando plugin. YMMV!