Using a Digitech RP500 for input/output

I’ve been having some trouble getting sound to work with Cubase. I have a Digitech RP500 plugged in through USB, and have that selected as MIDI output. When pulling up my devices, I see that Audio In is active, but audio out is not.

I’m wondering, is using a pedalboard possible for getting sound in and out of Cubase, or do I need to purchase some kind of audio interface like a Firebox or something?

http://www.steinberg.net/forum/viewtopic.php?f=25&t=10051