You can use use one of the gazillions applications (many free, many online apps that don’t even need to be installed on your drive) that convert youtube videos to audio formats and then import the audio into Cubase.
Something like this:
Or this:
Or if you want to install a Windows application, it’ll probably be a tad faster. Not to mention it will also work offline. The first one I found on google:
Of course there are also applications that convert to .wav, but usually they cost money, and since youtube videos are encoded with mp3-like compression, it would be a waste of time and resources.