sound assignment to track

Hello everyone. Beginners question here. I’ve searched on Youtube but can’t find the answer, so I apologize in advance.
I have my MODX set up with Cubase AI 11 as my DAW. I want to use the sounds from my MODX for recording with Cubase. When I create a midi track and record some notes, all sounds well when I play it back, however, how do I attach the sound of my choice to the track?
For example; if I choose “CFX Concert” for sound on that track, how do I have that sound stick with the track? As of now, when I create a new midi track and switch sounds to record a second track, I loose the sound of my first track.
I hope my explanation was clear. On a side note; Great to be part of the “Steinberg” community. Thanks for any help or guidenance anyone can provide.

Hi and welcome to the forum,

You can either use MODX on multi-timbral (Seq) mode, or you can add an Audio track, record your first track as an Audio, Mute the MIDI track and use another MIDI track for the data of the 2nd track.