Cubase with Yamaha MODX

Yamaha MODX connected via USB cable to Laptop.
Driver for Audio: Yamaha blablabla…

Of course I have no sound. Why should I have sound, if connecting a modern device to modern software!?
Those blinky blinky bars are showing some movement. In and out I guess. It also records sound. But I neither hear anything on the earphones (MODX) nor elsewhere. Whithout hearing sounds, this is rather useless.

Any help out there?

Where are you expecting the sound from? As far as I can see the modex acts as an audio interface so you would plug headphones into that and not the computer.