Unless I have missed something, this is not possible yet - but would be absolutely brilliant:
Drag a sample from anywhere in Renoise and drop it into Kontakt or whatever other application you’d like, including right onto your desktop if you wish.
I’d see this as a key-modifier to the normal drag-and-drop functionality.
Would be great to cut out the ‘save to disk’ then ‘load saved sample into application x’ process.
Cheers