There is the documentation on the Rode site, have you checked that
There is no specific walkthrough guide, but the process should be roughly the same as for Ableton Live, except of course you configure it in Cubase in the studio setup dialog
The NT1 has a dedicated ASIO driver for windows that you need to install first. In the driver control panel, you need to select you output device (e.g. your onboard headphone out) so that you can hear any output from the DAW.