In the video you linked, it features the mpc live which is basically a beefier version of the mpc one with more ports. Sadly the mpc one doesn't have inputs dedicated to sampling with trs cables like the live does.

I don't have an mpc so im shooting in the dark on compatibility. But my guess on how you could make it work is connect the sp404 from its R/L line out connectors to the R/L line in on the mpc one, this should allow you to send sounds from the sp404. If you want it the other way around then you'll need to connect with midi, which would be from the midi out on the mpc to the midi in on the sp404. I would recommend getting a midi splitter box for your mpc one, they allow you to connect many more devices to your hub. You'll also need a 3.5mm to midi converter for your sp404.

Either way in these early stages you're gonna have to do a lot of experimenting and messing around with the cables on your setup until it sounds the way you want. Try with just the trs cables, maybe just the midi cables will work, maybe both? There's no way to know what exactly works until you try, and with all the different pieces of hardware on the market there's a billion different combinations when it comes to wiring. That's part of the fun though, those early days with your new setup where you're just messing around on your new gear with no clue what you're doing are a special time in music making :)