Harp pedal diagrams in Sibelius can be entered using several methods. For instance, as shown in this blog post, you can manually enter a harp pedal diagram using 4 regular text characters (LMNO), then change the font to Opus Text.
There are also a growing number of harp support plugins for Sibelius to automate the process of creating harp pedaling notation (and playback), as outlined in this article by Bob Zawalich on the Sibeliusblog.
A very simple, quick and direct method is to use the pedal diagrams available in the Contextual Word Menu for Technique Text. In fact, if you start entering Technique Text and right click, you can see the required symbols in the context sensitive menu, complete with built-in keyboard shortcuts!
All the shortcuts use the Ctrl+Alt modifier keys (Cmd+Opt on Mac), then they follow the same convention as entering accidentals into your score: The NumPad 7, 8, and 9 keys are natural, sharp, and flat (respectively). The center-line character is the NumPad + (with the modifier keys).
Let’s say I want an A major pentatonic scale (A, B, C#, Db, E, F#, Gb). I would start entering Technique Text (Ctrl/Cmd+T) then hold down Ctrl+Alt (Cmd+Opt) and type 987+7897.
By default, Technique Text goes above the staff, so it would make most sense to attach your diagram to the upper staff of your harp part (In his classic book Harp Scoring, Stanley Chaloupka states that a harp diagram can be placed either “immediately above the treble clef staff or immediately below the bass clef staff, but not between the staves”). If you want it below, attach it to the bottom staff and drag it into position manually.
Here is a screenshot highlighting the shortcuts shown in the Technique Text dropdown menu, and the correspondence of the accidentals on 7, 8, and 9 on the NumPad.
If you want to use the contextual menu for Expression Text, so the text appears under the staff by default, you can add the characters L M N and O (and check Use Music Text Font) to the Word Menu for Expression Text.