Hi all!
So i tried recording my guitar onto Cubase 5 through my zoom multi effects processor that provides a USB interface. I recorded in clean tone through the processor onto Cubase and added effects through Cubase. All VST devices and connections were correct and i could monitor the channels when i played something. But after i recorded the track and went onto exporting it, a .wav file was present in a sub folder along with an XML file. The .wav file did not have any effects that i had added onto the track through Cuabse. Help? 
P.S. total beginner here and a few youtube vids old on the subject. 
Try ‘Exporting With Effects’.