Copy the .DLL file for the VST instrument into the "Plug-Ins" folder in the main directory of your sequencing software.
Launch your software and open the virtual instrument. In Cubase VST, this is done by selecting the "VST Instruments" option in the "Audio" or "Panels" menu. Choose the instrument from the drop down menu and its audio outputs will be linked to the VST Mixer.
Click the rack power button on the instrument you wish to control with your MIDI keyboard. A MIDI output will be created in the MIDI track listing of your project.
Create a MIDI track in your software and assign its input/output to the channel associated with your VST instrument.
Connect your MIDI keyboard to your computer and set it to the channel matching the VST instrument. The keyboard will now trigger the VST instrument.