The only “Audio Driver Setup” I know of is the one in Device Setup… Click on “VST Audio System”. Here you can make some settings. Including the all important ASIO Driver. Select the interface you wish to use in the menu. (That this setting is correct is vital to getting audio in and out of Cubase.
Now, select the interface’s name in the list to the left. Then, select the “Control Pannel” button. This may take you to "Audio Driver Setup, or you may have to click on “Open Config App” in the dialog box.
Which introductory video are you referring to (there are several). Click on the YouTube button. Copy the URL from your browsers addressfield and post it here.