First, open GPO Studio - it has to be open before Sibelius will recognize it.
Second: Open Sibelius, and go to Playback Devices
Third: You should see Eight GPO Studios as Devices - select the first one, and you are on your way.
One thought: spend the additional $49 for the crossgrade - you don't have to load GPO every time, and all your dynamics and articulations will playback automatically - no MIDI messages to insert. It's well worth it.
OK, I googled and found (and purchased) the crossgrade. I didn't even realise that was available!
Now I'm stuck in the installation instructions. I up to copying the .nks files from the GPO installation to the Kontakt Player folder - the Mac won't let me copy the files to there. It simply does not enable the "paste" function.
You have the crossgrade installed? Then you have to choose the Soundset to one of the GPO options.
If you haven't installed the crossgrade, then I suspect you have to assign the instruments in the Mixer. Open it up (hit M), then click on the instrument name; you will probably see Kontakt Player in the menu just above - click there, and you'll see GPO as an option - choose that, and you should be on your way.
Check the Sibelius tutorial on the Garritan website - it's for Sib 3, but basically it's the same setup (not the crossgrade). There are also some pictures, which help