In vocal music, sempre espressivo can mean that the singer should use a lot of vibrato and dynamics to convey the emotion of the song. In instrumental music, sempre espressivo can mean that the musician should use a lot of rubato and phrasing to create a sense of expressiveness.
Sempre espressivo is a challenging musical term to interpret, but it can also be very rewarding. When performed well, sempre espressivo music can be incredibly moving and beautiful.