It means exactly what it says, you need to set the left and right locators in order for the program to know what to export.

It means exactly what it says, you need to set the left and right locators in order for the program to know what to export.

Guess it would help if one knew what the ‘locators’ were. Anyway…i found the answer on YouTube
Chiming in really late on this thread but it’s been a nightmare trying to get the H4n Pro to not only finally get recognized but then to work properly as an input for Cubase. About the time I finally get Cubase to see the device and add it as an input, the default audio for Windows 8.1 quits working so I can’t hear any output. I keep going back and forth between the two problems and I’m getting nowhere. A few hours ended in pure frustration. It shouldn’t be this hard to make an audio input and set the software to record that input. I’m probably going to snag a Yamaha A06 and hopefully Cubase will be able to sort out the signal inputs properly as opposed to have a bunch of usb devices plugged into my laptop. It’s been from hell all the way so far with the H4n Pro as an input device. I had a few issues getting the Marshall Code 50 setup but that’s finally perfect and I can record all my guitar tracks no problem with that via usb.
This was exactly the problem i was having and I am just starting with cubase 14 which came with my yamaha mixer. I have an h4n which I am successfully using as a mic recorder and interface, but expected that I can just use the macbook spkrs to play my tracks after recording. But seems like (as per MrSoundman response below) that is not happening.
You just need to create an aggregate core audio device as per Apple instructions and select that in Cubase.