I use Cubase Pro 9.5, and the way I do it is use all 32 midi channels from the T5 recorded on separate tracks in Cubase. In effect, the T5 becomes a (fancy) sound module. The challenge as you quickly find, is getting each of the 32 channels you want, setup with the appropriate instruments. Not easy to do from the keyboard. So I created a Cubase instrument definition file for all the T5 voices and all the T5 expansion packs. In effect, it lets Cubase tell the T5 for each MIDI channel, what instrument to load. In addition, in the first bar of the song in Cubase, I send MIDI setup data, that gets the T5 into a known state/configuration. Steinberg provides a similar instrument definition file with Cubase, that you can setup in the MIDI Devices section. Clearly, this is not beginner level stuff -- but it does provide one approach to your question. Cubase does come with a T5 instrument definition file, that can be setup for each of the two T5 MIDI ports, that let's you select your desired instrument on each T5 MIDI channel, which can then be recorded into each Cubase track associated with the T5. If you're just starting out, may be best to do some reading in the Cubase manual (MIDI Devices section) and checkout YouTube for folks that have already done this. It works, but takes some time and effort to configure. Good luck!