MIDI files in Cubase 5

Hi, Im a total beginner at cubase and everything, and I have written notes in Sibelius, exported MIDI file, and then I import it to cubase, but hear no sound, track would play but cant hear anything. I have also googled about it, but didnt find the answer I need, and Im asking how to I install virtual instruments in cubase, and by that I literally mean step by step, starting from zero, thanks in advance