Download the VST plugin you wish to use and save it to a location on your computer that you can easily remember.
Double-click "Computer" and navigate to the folder where the compressed VST plugin was downloaded. Doulble-click it to open it with your system's default file compression program.
Click "Extract To" in the file compression program. In the resulting dialog, navigate to the folder on your computer where Cubase stores VST plugins. By default, this will be C:\Program Files\Steinberg\Vstplugins.
Click "OK" or "Extract" to extract the plugin to the "Vstplugins" folder.
Double-click the desktop icon for Cubase to launch it. Alternatively, click "Start," then "Programs," then select Cubase from the programs list.
Click "Devices," then "VST Instruments."
Click an empty slot, and select your VST plugin from the drop-down menu.