Hi Anders!
The screenshots are from an earlier Dorico version indeed, but the functions are still there. Simply select "Add automation" to add a controller lane like CC11 (for expression) or CC28 (for VelXF On/Off) (see screenshot).
Most expression maps are prepared for Velocity plus CC2, but some are prepared for Velocity plus CC1. Anyway, you don't have to care about that. If you are using a playback template made with Dorico Wizard, everything is set up as it should be. Dynamic marks and hairpins will always send all necessary MIDI data to the instrument.
With a CC11 lane you can automate expression (volume).
With a CC28 lane you can turn VelXF on and off. Dynamic marks will work regardless if VelXF is turned on or off. Hairpins under single notes can only work with VelXF turned on.
I hope this clarifies things for you.
Best regards,
Andi