Ummm... not quite. Expression pedals are a generic term for pedals that aren't just on/off but have a varying range. Like a knob on the front panel of a keyboard versus a switch (like a sustain pedal).
Many/most keyboards use them to control volume, synth parameters, tempo, fx depth, etc. They usually are just a variable source of resistance, though different keyboards expect different values. Therefore it's good to stick with one made for your instrument, when possible.