Control Room Help, Please!

I just downloaded Cubase studio 5 and have been trying to set up individual monitoring for all band members and could not. I checked on several youtube video’s and found the Control Room which is supost to be under the VST connections tab…I do not have that tab! What is going on!? I have an MR816CSX and MR816X as IO’s and the headphone outputs are not working either. Please Help!