Plug your USB keyboard MIDI controller into your computer's USB port. Make sure the controller is detected by your computer. In Windows, for example, confirm that the device is detected in the Sounds and Audio Devices properties in Control Panel. Additionally, most devices are USB-powered and will power-on only when properly connected.
Open your audio workstation software. Make sure that your MIDI keyboard is configured to properly interface with the software. This can be done within your software's Options, Preferences or Devices menu. For example, in Cubase, your keyboard should be listed in the Device setup menu. Select it as the desired MIDI input device.
Open or begin a project that utilizes the desired VST instrument.
Open the VST instrument's window by selecting the instrument in your workstation. Often, the window can be enlarged by double-clicking on it where it appears in a specific audio track.
Open the VST instrument's drop-down menu. Each VST instrument is slightly different, but there should be an option that references "Control" or "Controlling" (sometimes this option is straightforwardly labeled "MIDI"). Select this option, and assign the desired MIDI channels and controls to the desired parameters. Typically, MIDI devices are prepared to send and receive messages on 16 channels, each of which has a number of controls corresponding to the keys and knobs on the device. Your VST instrument parameters will often correspond to these keys automatically, though you can change them within this menu. You should then be able to control your VST instrument using your USB keyboard.