1. Open the the multi in Kontakt.
2. At the top of Kontakt, click the Files icon.
3. You'll get a drop down list. In this drop down list, click "Save multi as..."
4. On the save screen, look at the bottom. You should see a section labeled "Save Mode" with different options.
5. Choose the "patch + samples" Save Mode and specify a name for the samples folder, or let it use the default name. Save this somewhere away from wherever you have the multi currently saved. It will create a .nki and a folder with all samples used in your multi. Just delete the .nki and move the samples to wherever you want them.