A sampler is a type of MIDI instrument that can record and edit sounds to be played via a keyboard. Besides just recording WAV data, you set up layering of them with other sounds, ADSR envelopes, assign them to patches with note numbers, and save them as a sound set for loading up in the future on your sampler or others of its ilk. There are hardware samplers and software samplers (Reason, Halion, GigaStudio, Kontakt...).
Sound Forge, WaveLab, etc. are software applications allow you to record and edit audio data for all kinds of purposes -- and they might be useful in working on raw sounds in the process of preparing them for use as a sound set for a sampler, but in and of themselves they are not samplers.
Maybe you're confused by the use of the term "sampler" compared to the word "sampling," which usually means recording portions of audio data for use as a loop or snippet, like grabbing a four-bar piece of a groove or a hot sax lick from an old James Brown record to use in a piece of music.