By default, ExpressVPN routes all traffic through the VPN. However, you may configure the split-tunneling settings so that only selected apps use the VPN.
To access your split-tunneling settings, tap 
> Settings > Split Tunneling.
To decide which of your apps will use the VPN, select Only allow selected apps to use the VPN. Under ADD APPS, select the apps you want to apply VPN protection to.
Note: If you enabled “Block non-VPN traffic” in your Android system settings, only the apps you select through this menu will be able to use the internet. All other apps will be permanently blocked unless you add them to this list.
If you select Do not allow selected apps to use the VPN, apps selected under ADD APPS will not receive VPN protection.