Sound from THR10 to Cubase - Please Help

Bought a Yamaha THR10 with Cubase 6Ai. When I record, it records the sound using the amp and effects within Cubase and not the sound the comes out of the THR10. How can I set up Cubase so that it records exactly what is coming out of the THR10? So that I can use all the effects on the THR10. Thanks.