I’m afraid you’ll have to deal with Wav (or some other supported audio format) files. There is no such thing as a Cubase audio format. The Cubase project files doesn’t contain any audio. Just pointers to the audio files on your harddisc.
Good file-management is vital, in order to avoid problems later. Please, read this response to a guy who did run into problems:
The closest thing to “ready-made” Cubase projects, I believe, you’ll find are a couple of demos that Steinberg has posted here (scoll down to the bottom of the page):
Cubase 7
http://www.steinberg.net/en/support/downloads/downloads_cubase_75.html
Cubase Artist 7
http://www.steinberg.net/en/support/downloads/downloads_cubase_artist_75.html
Cubase Elements 7
http://www.steinberg.net/en/support/downloads/downloads_cubase_elements_7.html
As already has been said, one or more video tutorial courses are an excellent investment if you’re new to Cubase. Ask Video and Groove 3 both make good courses for various levels. Check out their sites. Some lessons are actually free.
http://www.askvideo.com/courses/application/cubase
YouTube is also an excellent source of free tutorial videos:
http://www.youtube.com/results?search_query=cubase
I don’t have to repeat what the last thing you should read when you go to bed and the first thing you should read in the morning, while you’re eating you breakfast serials, is. Do I? Hint! It begins with “M” and ends with “al”. 
Good luck