I wish I could tell you that there is an option that needs to be turned on, or that there is a secret to it.. but really it just works by default, it scrolls whatever window you are scrolling over. If this is not the case for you, maybe check to see if there is a new version of x64dbg available. maybe check to see if there is a driver for your mouse.. maybe check windows mouse settings for focus scrolling and maybe the number of lines that should be scrolled...
hope you can get it working, I cant imagine how frustrating it would be to not be able to use the scroll wheel!