Help With Newbie Connections

I have installed Steinberg UR22MK2 which came with Cubase LE AI. All brand new. I have installed the software and registered it. I am running Win 10. I also installed updated Yamaha Steinberg Driver. But when I come to open a new project and plug in my microphone into UR22 to start recording, there is no sound coming through when I press record. The first message I get upon opening of new project is the “unmapped missing ports” message, see image attached. I have spent hours trying to work out what is the problem and how to rectify this and also read the manual to no avail. Can somebody please help with solving this issue. Thank you.

Press F4 to open audio connections, and enable the inputs and outputs of your UR22MK2.

Has this been resolved yet as I have exactly the same problem?