What do you mean, no “desktop” per se? After installing the zomboided repository, one installs the VPN Manager for OpenVPN add-on.
From there it’s as simple as clicking on the icon, going to Settings / VPN Configuration. Choose the VPN provider (Express VPN in your case), enter username and password and hit OK. Under Monitor, one can set “reconnect if connection is lost”.
If one decides to have a long or complex username and password, be aware it will have to be entered manually. Copy and paste aren’t an option in the native Kodi interface.
The VPN manager has an option to show the password entered so it can be verified (Settings / VPN Configuration / Show Password)
All this information is also available at the Zomboided OpernVPN Manager Wiki, which should be the primary source of support for this Kodi add-on.
UPDATE:
There is a workaround for copy/paste.
One can use an Android app such as Yatse or Kore.
@Vasco: If you use Yatse or another remote app you can copy paste the username and password with your phone.