The stupid problem is that I don’t see what is shown in these tutorials. Maybe because I’m working in Windows. In the tutorial (left) there is the field on the right, but I don’t see it.
Sorry, the tutorial comes from 2018 and the layout of the Play mode has changed since then. But the workflow is the same.
All that stuff on the right is now on the left under the two tabs VST and MIDI (where you set up your ‘rack’ of available VSTs) and Track Inspector (where you route each instrument in your score to a particular VST and slot number).
The icons have stayed the same: the little e button opens the VST’s interface and the ‘cog’ opens the list mapping instruments to expression maps and (if needed) percussion maps.
(If you search there may be a more recent video - particularly under the German Dorico tutorials)