Connect a USB cable to the "USB Out" jack on the rear of your MIDI controller.
Connect the other end of the USB cable to the USB port on your computer. This establishes a two-way communication line between the computer and the MIDI device. However, until you configure Cubase correctly, there will be no sound from the MIDI controller.
Double-click the Cubase desktop icon to launch it. Cubase may take a few seconds to fully launch.
Click "Devices" and select "Device Setup." This will open a folder-tree.
Click "All MIDI Inputs" under the "MIDI" folder. This opens a menu consisting of all connected and installed MIDI devices. Note, some devices may be software controllers.
Click on your MIDI controller in the drop-down menu. This assigns the connected MIDI controller as the primary MIDI input device. Whenever the channels in Cubase are in MIDI mode, Cubase will search for your MIDI controller first.
Click "Default MIDI Ports." The currently used port will be highlighted, click on this port to assign it as the default port.
Click "File" and select "New MIDI Track." This opens a new channel strip.
Click "Instruments" and select a sound from the drop-down menu. The menu will have a range of synthesized and sampled sounds from which to choose, including voices, strings, guitars, keyboards, synthesizers and brass. Once you select a sound, it is assigned to the selected MIDI channel. By pressing a key on your MIDI controller, you trigger that sound in Cubase. From a practical point of view, this is ostensibly the same as having the sound stored on your MIDI controller.