As far as I know, there is no way to type the accidentals directly, using the fonts that come with Dorico (Bravura and Bravura text) so one has to resort to some copy/paste. (In older, non unicode music fonts (Like EngraverText that comes with Finale) this is somewhat easier, as mentioned initially.)
If you are on Windows, then open Charmap.exe and select the font Bravura Text. Click on the Advanced View option at the bottom. In the search field type natural, flat and sharp in turn and click on copy. They should get you to the correct symbols. When back in Dorico paste them as text, making sure the Bravura text font is selected. You now have the symbols in a Dorico text string, and you can copy them from there to other text strings as needed, without going into the Charmap. In Engrave mode/menu you can also define a Paragraph style using Bravura Text. That could save a few steps if you do this often.