Hmm, didn't quite manage to get it to work yet.
If you activate the "Workspace Switcher" applet for your panel you can scroll down the active workspaces with your mouse wheel while hovering over it, but apparently not back up (this might be a bug though).
edit: Ah yes, this was recently fixed but is not part of the current release. So at some point it will work correctly.
https://github.com/BuddiesOfBudgie/budgie-desktop/issues/541
