You're thinking of a multi-sampler - contains multiple samples within one vst. FL Studio has the "FPC" built in, and that is a functional multi-sampler, albeit a shitty one. all ya gotta do is load in that fpc (right click on some other patch, hover over "insert", pick "FPC"), pick the empty preset by right clicking the two left-and-right facing triangles in the upper right corner of the fpc window, and then drag your samples to the respective squares. p sure you can make multiple banks within one preset too, meaning you can have multiple sets of these squares containing samples. sorry if this is confusing, I am not a qualified FL Studio assistant
having one sound effect that you can choose different pitches for would be a sampler or possibly the granulizer1, but if you want to edit the pitch of the individual sound effect before loading it into fpc, you can do that a few ways: loading the sample in edison and right-clicking and finding some pitch function, or loading the sample into a sampler and then recording the pitch you liked in edison. pretty sure fpc lets you adjust the pitch of individual samples too, so that would probly be simpler.
edit: these words might not apply if you have like a totally diff. version from me (i have 8)
1 (you would drag the sample onto the granulizer then go to the granulizer's smp tab, then right click on the "time" knob, and click a period of time you'd like the sample to be stretched to, and then you should be set . the benefit of this is that the sample can change pitch but stays the same in length)