Do you mean record doesn’t work or you can’t hear it while recording? So you are enabling direct monitoring which means you get no latency. If you want to monitor through Cubase then you need to press the speaker (monitor) button on the track to the right of the record enabled button. This will then monitor through Cubase. If you do this then make sure you have set the buffers low enough to get low latency (delay in sound coming out) When playing back you then have to disable the monitor to hear the track play back.