I do it by starting Pandora playing through the iPad internal speakers then hitting the home button twice to bring up the multi-task bar, swiping left to right, and then selecting the Airport Express/speakers I want to play through from the drop-down menu (icon of a file with an arrow). A similar process works for any other audio that doesn't have Airplay functionality built in.
I'm sure there are better ways, but to find them would mean reading the instructions <shudder>.