Exporting MIDI to Audio Issue

When trying to export MIDI track into Audio track there is just a silence recorded. It’s about Nord Lead synth, which is connected through the MIDI.

You have to:
COnnect the audio out of the nord lead synth to the PC where cubase is running. Set up the correct routing in Cubase. The audio from the nord lead has to find its way into cubase, ok?
The bounce has to be done in realtime.

HTH, Ernst