Hi there. I am new to Cubase and DAWs. I have a midi keyboard that I use with Cubase. I also plug a sustain pedal into the midi keyboard, but it does not have any effect to what I am playing in Cubase. For example, if I bring up a piano sound, the sustain pedal does not apply to what I am playing. How do I make the sustain pedal work with what I am playing? Thanks.
Well, there are several possible causes, but I suspect that the first one to check is that your sustain pedal is actually transmitting the correct MIDI data from your MIDI keyboard (it should be MIDI controller no.64). I am presuming that your MIDI keyboard is, otherwise, sending data into Cubase o.k.?
Unless you have deliberately (or maybe accidentally?) filtered the sustain pedal data in Cubase, it should be arriving there o.k., so let’s just check in Preferences>MIDI>MIDI Filter. If “Controller” is not checkmarked (neither in “Record” nor “Thru”), then all is o.k. there.
So, now try this…
Create a new Project in Cubase, and create a MIDI track with your MIDI keyboard as its input.
Record-enable the track, hit the Record button, and operate your sustain pedal a couple of times (without playing any notes, for now).
Was a MIDI Part created when you came out of Record? If not, then your MIDI keyboard is not transmitting the data. If a MIDI Part was created, open it in the MIDI List Editor, and read what got recorded (make a note of it, in case you need to report back here 
).
So, if you’ve gotten this far, there would seem to be two possibilities… either your keyboard is not transmitting any sustain pedal data (no MIDI Part got recorded), or it is sending the wrong data (the MIDI List Editor showed something other than CC#64, with values of, presumably, 0 or 127).
In that case, it is time to open the manual for your MIDI keyboard, and try to get the sustain pedal to send MIDI CC#64 (but I would be surprised if it isn’t already doing so by default).
Let us know the results 
(Afterthought: did you plugin in your sustain pedal after everything else was switched on? Normally, that shouldn’t make any difference, but, if that is what you had done, just try again with your sustain pedal already plugged in before switching on)
I checked the Preferences>MIDI>MIDI Filter, and the “controller” is not checkmarked, in both “record and thru”.
I created a new project, and created a MIDI track. With the record-enable button on, I hit record and pressed on the sustain pedal a couple times. Nothing was created when I did this. When I played notes on the keyboard, it went through to Cubase, but not when I pressed the pedal.
O.K. so your keyboard isn’t transmitting the sustain pedal.
Time to delve into your keyboard’s user manual, and see if it is supposed to be sending CC#64.