It seems from your other more recent post that you have already managed to make a start on this, but the basic gist of it is to look up the necessary data for the patch from its documentation, so you know which MIDI controller you need to use for volume (if any, since I expect the harp uses velocity for volume rather than a continuous controller), and which MIDI notes are needed for keyswitches.
Then you go to Play > Expression Maps Setup and you create a new expression map for your harp instrument. Click the lock at the top right-hand corner to enable you to put some information in there – none of this is really important at this stage except for the name that is shown in the list on the left and in the dialog where you map expression maps to the channels of the VST instrument itself.
Set the volume type as necessary, and add the appropriate playing techniques, then define actions, typically keyswitches, for each of those playing techniques. Make sure that you have the right keyswitch for the ‘Natural’ playing technique, so that other techniques can be cancelled properly.
None of the controls for mutual exclusion etc. are working yet, so you can ignore those for now.
Once you’ve made your expression map, you assign it to the appropriate channel of the VST instrument by clicking its little cog icon in the VST Instruments panel in Play mode, and setting the right expression map for the channel into which you’ve loaded the relevant patch.