How to listen when exporting an external instrument


I know this has to do with the control room, but I have tried it and I’m lost, the only thing I want is to hear the synth while realtime exporting.

So this is what I want help with, as clear as possible. I have a SEM synth module, with no MIDI CC knob control. So I need to do the knob tweaking during realtime export. My soundcard is the Focusrite 18i8 USB, it has a mixcontrol app that I have set to DAW, and everything works fine. I have a few external synths that don’t respond to knob tweaking when recording MIDI.

Can I use the instruments as external instruments in cubase while using the control room or do I have to connect it on a MIDI channel and record through an audio channel? How do I configure it all in VST connections?

kind regards

Cubase 8, Focusrite 18i8, Vermona DRM1 MK III, Moog Sub 37, DSI Pro 2, Phenol, SEM MIDI module, Microbrute SE, Korg ARP Odyssey.