Cubase 8 help please

Hello all

I am very new to this fancy software , I have started to learn the bass guitar and honestly doing not too bad,

I bought an amp , then i decided to buy this Yamaha AG03 mixer so that i can record myself playing .

but i cannot seem to get this all to work ! What i want to do is play along to the cd that i got with the book that i am learning from !

How in hell do i do this ?

Bear in mind i don’t have monitors , i am just using my head phones (hopefully plugged into the right headphone socket as there is 2)

Hope somebody can help me as when i record myself it gives me huge motivation