Yes, you will have to assign channels to switches. That's all covered in that writeup linked above. Then you need to map the channels from the NX to various "virtual channels" or functions in RealFlight. That's where the RealFlight Controller Profile comes in.
Switches on NX > radio channels out from NX >> over the air or USB >> Windows game controller inputs (X-Axis, Y-Axis, etc.) > RealFlight Channels
Channel Assign on the NX handles mapping switches to channels. Channels appear to Windows as inputs from a game controller. RealFlight Controller Profile assigns those game controller inputs to RealFlight Channels, which then do useful things such as throttle, aileron, flight mode switch, etc.
As for rate/expo, there are two ways to go with that. I still need to add this part to that writeup. The InterLink DX controller isn't capable of applying DR/expo to the sticks, so instead RF is designed to let each model have its own settings for rate and expo. InterLink DX essentially assigns a switch to another channel to signal to RF whether you want low or high rates and expo. You can do it that way, or you can use the DR/expo function on your NX to apply that before the NX puts the stick input out across the radio channel. The drawback to doing it in the NX is that you may want different settings for different RF models, and that's why you might want multiple models in the NX for use with RealFlight. You probably don't want to get that complicated. If you can live with one setting for DR/expo for all models, just as you would have with the DXS, then you can set that up in the NX. In the RealFlight Controller Profile, there's check box at the bottom of the screen for "Enable Software Radio Dual Rate and Expo." If you want to manage DR/expo from the NX, then turn off that box. If you want to let RealFlight manage DR/Expo and assign one of your switches to a radio channel for that purpose, then leave the box checked and associate one of your switches with RealFlight Channel 5.