I’m a bit ashamed to ask for help about this. But my memory is playing tricks on me. I think to remember that there is a key command to glue an event in the project window to the next, to make them one event.
Can anybody tell me if that’s is just a bad dream? 
(If that’s not the case, please tell me what the key command is, because I just can’t find it…)
If you work with Cubase 13 or higher then you can open the Key Commands dialog and simply search for “glue”.
Please be aware that audio events can only be glued under special circumstances. Usually you will end up with an audio part. For MIDI everything’s cool.
You could also use the 4 key to summon the glue tool (1 to go back to standard cursor)
And if you do need to glue two edited audio events without wrapping them in a part you can use bounce selection instead.
My memory is back! I used the Bounce function with the Ctrl+J command. What I forgot was that I first used Shift+→ to add the next event(s) to the selection. My ‘tricking memory’ told me that the command would automatically add the next event, but that was a mistake.
Your replies made everything clear again. I mainly used Bounce for VST and Glue for audio.
Thanks a lot, guys. You put me back on track…