Ok, glad the UR44 seems to work for you.
I don’t know how much you know about audio and midi so apologies if I insult your intelligence with this 
Here we go:
You want the piano audio to come through your ‘big speakers’. I’m assuming these speakers are connected to the outputs on the UR44, correct?
For now, turn ‘local control’ on your piano to ON. (we’ll turn it off later, but for testing the audio output it’s easier if it’s on, because you can be sure the piano generates sound with local control on)
You say you connected the audio outputs of the piano to the audio inputs on the UR44, which is perfect.
I don’t know which specific getting started video you watched, but below are the basics for setting up audio routing in Cubase:
Open up Cubase and start a new, empty project.
Go to devices–>device setup–>VST sound system and make sure the Steinberg ASIO driver is selected from the dropdown menu.
Next, press F4 to access the VST connections window. Here you can assign the physical in and outputs of your UR44 to in and output busses that Cubase can access. I’m assuming you connected a separate left and right channel from the piano to 2 separate inputs on the UR44. In that case, create a new stereo input bus (if it’s not already there), and assign the 2 inputs you used to connect your piano to it.
Same thing in the output tab of VST connections, assign the outputs you connected your speakers to to a stereo bus. (This is probably already set up correctly by default, but check just to be sure)
With this out of the way, Cubase should be able to access all the in and outputs on your UR44. All that’s left to do, is tell Cubase to output whatever comes in from your piano, to your speakers:
In the project window, create a new stereo audio track. Set the piano input bus you created earlier as the input of this audio track. The output of the track should default to the stereo output bus. If you now press the monitor button (the little speaker icon on the audio track, it turns orange when on), this audio track will send whatever it receives at it’s input straight to the output. So play some notes on your piano, and you should hear them over your speakers.
Let us know if that works out. Once that works, we can get to the MIDI side of things, so you can use your piano as a controller too.