How to set up ur22mkii playing guitar

Recently I bought the ur22mkii to replace the guitar applifier. Since succesfully connecting guitar with the audio interface and the pc, the guitar sound was not changed when I use different effects of cubase elements 12. After several trials, reading manuals and watching tutorial videos, I found this video How to Set Up Your Audio Interface in Cubase - YouTube, that suggests to add new bus on input and output audio connection. Following these orders I finally achieve to play guitar with cubase features.
Please, if you have any suggestions for what I did wrong initially?

Hi there and welcome to the forums!

Impossible to say since you never told us what exactly you did (or did not do) initially.
Direct Monitoring came to mind, but I honestly don’t know. Cubase is a fairly complex program and there is a learning threshold. Setting up your audio interface together with Input/Output busses in Cubase as well as Control Room settings might not be so straight forward for someone just starting out.
There are a lot of cleaver people in these forums however and if you have any specific question, I’m sure someone will be happy to help out.