I also don't understand the issue.
Are you saying that you booked flights with Expedia but they didn't add your airline frequent flyer account number to the reservation?
If so, and you haven't flown, no worries. Either (a) go to the airline's website and look up your reservation, and add your FF number, or (b) call the airline, give them your reservation number and ask them to add it, or (c) ask them to add it at check in.
If you've already flown, then call the airline and ask them to credit you (as long as the flight was recent). You may need your boarding pass stubs for this.
Caveat - as already mentioned, it's always possible that the fare you booked did/does not qualify for FF miles.
If all those fail, contemplate why you booked through a 3rd party booker, whereas if you'd booked directly with the airline your FF number would have been added automatically.