Buying a real audio interface instead of the Devine would have made life much easier…I would still absolutely recommend that you do this for any serious recording. You want something that has a mic preamp, an ASIO driver and preferably direct monitoring (nearly all of them do)
If you search any music shop or amazon or ebay for audio interfaces you’ll see there are many options. If you give a budget then people can recommend some OK options to suit you.
But if you want to try and get this setup running in some fashion:
Choose ASIO4all as your Cubase driver in device setup
ASIO4all should appear in your sytem tray
open it and make sure there is an input listed and see what it is called
Open VST connections and on the input tab see if any stereo bus exists…if one does try to assign the computer input you found in ASIO4all to this bus
Now select that bus as an input to a stereo track and enable record and hopefully you may get some meter movement if you speak into the mic. You can also enable monitor on the track but a) it may be significantly delayed to your voice and b) you should only use headphones for this as the mic and speakers may feed back.