Unfortunately there is no support for NRPN in Reaper as of yet. There were inklings of it in a few prereleases, but it was misunderstood by the devs on how it should be implemented (the whole deal with NRPN address vs values being separate things, etc.). So it is probably going to happen at some point, but as it is now, it is not possible to do it in a visual manner (you can always use the Event List to manually hack in CC 99, then CC 98, then CC 6, then CC 38, but we have better things to do with our lives, right?)