Cubase Pro 8.0.10
When I use the Windows button plus M, this should minimise everything on the desktop (standard Windows functionality). With Cubase, it doesn’t - it leaves the main menu bar at the top of the screen.
You can get it to disappear from the top by right-clicking on the bar and selecting “minimize all”, though as has been pointed out, this occasionally results in the application closing entirely(even if the processes still remain)
Note also that it isn’t clear what the “move” and “size” options do when right-clicking on the bar - they don’t seem to do anything!
Within the Cubase display preferences there is also something called the “desktop cover”. I’m not sure how this is meant to work, but it seems to behave in a strange and non-intuitive way (the easiest way to see this is to set it to a non-default colour, such as bright green). Some times it is there, sometimes it is not… It doesn’t appear to be documented in the User manual.