I have never used an external sound module with Dorico, but I’ll do my best with the knowledge that I have. You need to use MIDI instruments endpoints. In Play mode, under MIDI instruments, add a new MIDI instrument with the “+” sign. Then set the number of ports and channels (up to 16) according to your module. Each channel should be an instrument in your score.
After you click “OK”, go to the MIDI instruments section again and in the dropdown menu of your newly created MIDI endpoint configuration, choose your module, if it’s directly connected to your computer via USB, or the MIDI interface where your module is plugged in, if it’s connected via a DIN MIDI cable.
Then, for each instrument, you should choose your module and then a MIDI port and channel. After you’ve assigned those, you may change the expression map for each instrument if you need to, and you may have to create your own. You do this with the gear icon in the Endpoint configuration you created. Many instruments will work with the default expression map, provided that they react to MIDI velocity, some standard CC like 64 (sustain pedal) and pretty much nothing else.
For percussion instruments, you should also choose a Percussion map. If your sound module uses a General MIDI percussion map, then you just have to choose it in the dropdown menu. I’m not savvy with percussion maps, so my information could be incomplete or inaccurate.
Last, although you have certainly done this, be sure that your module is plugged into your mixer/speakers, otherwise you’ll get no sound!