Here’s a screenshot of an older version of Cubase, but it looks the same in El8 I think.
You see 3 midi tracks here. On the left, you can see the in and output routing of the selected track.
Where it says ‘all midi inputs’ is where you set the input of the midi track. With ‘all midi inputs’ selected the track will record any midi information it receives from any source. You can leave it at that, or put it to whatever your F120 output is called, but this doesn’t seem to be a problem since you apparently managed to record midi from the piano.
The box below that shows the output routing. This should be set to the F120 midi input, so the track plays its midi to the piano. If you’re playing the midi back to the F120 and you’re still not hearing anything from the piano (make sure the piano is on ), maybe the piano is expecting midi on a different channel. Almost all instruments take midi from channel 1, but you can try other channels to see if that makes a difference. You can change the channel in that small box alligned to the right, below the output routing.
I hope this works out, if not it’s probably going to be a bit more complicated