Not getting sound when Exporting Midi to .wav File

I have connected my electric drum kit (Alesis Nitro Drum Module) to my laptop using USB connection. I use Cubase Elements 10.5 and it recognized the inputs and outputs as Alesis Nitro, so I recorded myself playing drums and when I playback the midi track, it sounds like my personalized drum sounds, so the midi signal is correctly recorded. When I go to export the midi through Audio Mixdown, it doesn’t export any sound. I open the wav file and it’s blank with no sound waves.

Can someone help me export the midi signal, please? I have checked other topics that sounded similar to my problem but I’m not able to do it still. When I go into my Device Setup/Studio Setup and then VST Audio System I don’t see my Alesis Nitro as a driver (i’m not sure if I’m suppose to anyhow). Also when I go to Midi Device and try to install a device I don’t see my Alesis Nitro there either, but it is still recognized as an output there (again, I don’t know if this is wrong or not)
Also, when I export my midi track, I enable the Realtime export, but I’m still not getting any audio signals.

This is the first time I’m recording my own drums. I am very new to Midi, so please, if you can help me, explain in very simple step by step terms.

Thank you in advance

You will have to record the audio coming from the drum module. No sound is transported via USB, only midi.
Connect the jack outputs on the Alesis to your audio interface inputs.