Yes, you can do that, just change your drawing so that only one connection (green line) exists between your modem/ wireless router and the Extreme. If your need to connect both the Extreme and the Express directly to the modem / router is due to placement constraints, then purchase an Ethernet switch. They are available for $20 or so, sometimes less.
Since you are using the drawing in this document, just refer to the drawing below the one you modified. In that one, an Extreme is shown between the modem and a switch (the black box in the middle). What you will do is eliminate that Extreme from the drawing, and connect the yellow line coming from the modem to the blue line going to the switch. That's what Apple means by "incorporating a network switch".
Both the Extreme and the Express will act as bridges. AirPort Utility will automatically examine your network and propose that configuration. Use the exact same passwords, security type (Open/WEP/WPA), and network name (SSID) as your existing wireless network, as explained in the support document.