The diagram below shows alligator clip wires being used to connect the servos, and this is fine for prototyping. But if you want things to be more robust some solder is probably going to be involved. You can cut male jumpers just long enough to reach the required pads on the Circuit Playground Express, coming together at the servo plug and solder them in place.  For something even more permanent, you can trim the servo cables and solder them directly onto the Circuit Playground Express.