The great thing about Cubase, is its “integrated” quality… lots of different areas of the program that can be used together, or separately, to give the desired end result.
(purely my own opinion, of course
)…
So, if one area of Cubase (in this case, the Score Editor) is not getting you there all by itself, don’t be afraid to call in the Key Editor to assist you, then go back to the Score Editor, to “tidy it up” afterwards
.
And, as Steve said, your greatest friend here is the user manual 
O.K., so looking at your screenshot, I am presuming that you really just want quarter-notes of F4 and G4 alternating, but playing legato? And, even though it currently looks a mess, those Sample Libraries are actually playing it back ok?
Yes, Slurs are purely graphic, and have no bearing on the MIDI itself.
How did you actually create the note-lengths that we see in the screenshot? (it doesn’t really matter, so long as it plays back the desired MIDI
)
But, getting it to look right is a different matter
. There are different ways to get there, but please check out the manual for the topic on “Display Quantize” (pg.726 et seq… and, importantly, the reference to the “Display Quantize Tool”)
In this particular example, very briefly, you’ll get those quarter-notes looking correct if you set Display Quantize>Notes to “4”, for that section. Then just add the graphic slur.