You must download the appropriate ExpressVPN firmware from their website. Go to the firmware update section of your router's settings. Then, upload the downloaded ExpressVPN firmware file in order to configure ExpressVPN on your router.
Steps to set up ExpressVPN on your router:
1. Check compatibility
2. Download firmware
3. Access router settings
4. Navigate to firmware update
5. Upload firmware
6. Activate ExpressVPN