You have to use the MIDI sequencer.
If you do not have any experience with a MIDI sequencer you may find this to be very difficult. However, if you're a proficient musician, and have even limited knowledge of a sequencer, you can make some great stuff.
It is ultra-time consuming at first.
I'm not familiar with CuBase specifically, but it's all the same. Let me know if you'd like me to elaborate.