EXPORTING MIDI TO .WAV OR MP3

I bought Yamaha MO6 and got cubase AI4. I am able to record and play back The mo6 voice on cubase , but when i export the midi file and try to play it back , I do not hear anything. HELP!.Also , i am unable to record vocals

OK SOLUTION FOUND . USED "QUICKSET IN MO6 , CHOOSING THE OPTION TO “RECORD INTERNAL SEQ TO CUBASE " PLUGGED Hosa Stereo Y-Cable Mini Male - 2 1/4” CABLE FROM HEADPHONE OUTPUT OF YAMAHA MO6 TO AUIDO INTERFACE AND RECORDED ON AUDIO TRACK. THANKS GUYZ. I KNOW I WILL NEED SOME HELP LATER , SO DON’T GO TOO FAR LOL!!