Hi and welcome to the acados forum! 
the acados OCP formulation allows you to define costs as a function of the state and controls associated with a single shooting node only, i.e. the cost may only depend on x_k and u_k. To include a cost on the rate of change you will therefore need to augment your system dynamics. Please check out this post.
The external cost module is straight forward to use, you just provide a casadi expression defining the cost term, you may want to check this example.
Best, Katrin