Select the desired stave by double-clicking.
Select the tab "Instrument".
Select the desired sound from the list.
By pressing "apply", your choice will be saved.
Please note: If you cannot select instruments from the list, it's probably because you're using the FORTE Player. Press F1. The programme's detailed help opens. Search for the articles "FORTE Player" or "VST-Instruments". They'll help you set up the sound.
If you don't want to use the FORTE Player, deactive "Use VST". You'll find that button under main menu - playback - VST.