Oh, I see, you want to do it within REAPER.
If you want to use Hydrogen via REAPER then you can route MIDI out of REAPER into Hydrogen then route audio back in to REAPER using Claudia or QJackCtl.
This can be a bit confusing if you're new to this and you might be better off using REAPER's ReaSamplomatic5000. Here's Kenny Gioa's tutorial:
https://www.youtube.com/watch?v=qV6HsOFYFeU