You could refer to this post: ViSta: The Visual Statistics System
What I learn from the post are:
1. Sample Distribution derives from calculation/statistics using the original sample values. See Section 4 in the post.
2. from the figure of Sample Distribution, you first speculate/determine which type of distribution it follows by observing the shape of the figure/curve;
3. say it nearly follows normal distribution, then you use the original sample values to derive mean and standard deviation, two key parameters to model the density function of normal distribution;
4. Sampling Distribution is then the distribution you just modeled in step 3. See Section 13 in the post.