Open an available Cubase project on your computer, or create a new project by selecting (File > New) on your Cubase menu bar.
Create a MIDI track. A "track" is a recording layer, and it looks like a long horizontal bar on your project window. To create a MIDI track, click "Project" on your menu bar, hover your mouse over the "Add Track" selection and click "MIDI" on the second pop-up menu.
Select a virtual instrument to correspond with your MIDI track. Click "Devices" on your menu bar and choose "VST Instruments" from the drop-down menu. A pop-up window will appear with a list of virtual instrument presets, such as synthesizer sounds, bass sounds, drum kits and orchestral arrangements. Select any virtual instrument to apply it to your MIDI track.
Connect a MIDI controller keyboard to your computer. This will allow you to play the sounds of the virtual instrument, as each key on your MIDI controller corresponds to a note. If you own a USB MIDI keyboard, connect it to your USB port. If you have a standard MIDI keyboard, you will need a MIDI-to-USB adapter. Connect a MIDI cable to the "MIDI Out" jack on your keyboard and to the "MIDI In" port on your adapter. Then connect the adapter to your computer's USB port. If you do not own a MIDI controller, proceed to "Tips."
Click the "Record" button, which looks like a large dot near the top of your project window, and begin playing the notes on your MIDI keyboard to record audio with the sound of your virtual instrument. Click the square "Stop" button when you finish recording.