This is going to sound glib at first, but you explore the themes with your characters. But, that's not quite all. You have to do it WITHOUT ANY SHORT CUTS.
This is something I see in a lot of "woke" storytelling, but it also exists in any ideologically-heavy storytelling: this idea that because the message is present, you therefore don't have to worry about things like character development, narrative, or nuanced storytelling. Shortcuts are taken on at least one and the end result is a story that is preachy, on-the-nose, simplistic, and usually just plain bad.
(As an example, I once came across an Evangelical adaptation of the story of Noah's Ark. The action of the story started with God telling Noah "People aren't loving each other as they should," and then declaring He's going to flood the world...which Noah just goes along with. Any normal person would have reacted with abject horror and pleading for mercy after hearing that an all-powerful force is about to destroy the world for not reaching a certain threshold on the affection-o-meter,, but since Noah and everybody around him doesn't, nobody comes across as an actual human being. Compare that with the movie Noah, which took the time to make a case for a flood having become necessary, and then showing us the trauma suffered by the characters upon becoming the last living people on Earth. Noah took no short cuts, developed its characters and setting, had them deal with the situation as their characters would, and was damned good.)
So, you have to write the story as you would any story. When you explore the themes with your characters, have them explore these themes as themselves, reacting as they would react based on their wants, desires, and fears. Take no shortcuts - lay the groundwork for every single moment, derail no characters...and then trust your readers to pick up on what you're trying to explore.
And that's all there is to it, as far as I can tell.