This is usually a RAM issue. Soundfonts load entirely into your computer's RAM. If you have many other plugins open, your RAM might be full. Try freezing/bouncing other tracks to free up memory.
There are two ways to load the library into Sforzando: shreddage x soundfont install
Ensure your extracted folder contains either a .sf2 (standard Soundfont) or a .sfz file paired with a folder of .wav audio samples. This is usually a RAM issue