My project I created in Cubase AI sounds great through my headphones. When I mixed it down and uploaded it to Soundcloud it sounds anemic. Am I supposed to master it before exporting? If so, what are the steps? I’m a newbie concerning mastering. Thanks.
1st post. WELCOME! 
There are a few “standard” effects used to control final mastering and dynamics but, not many are going to respond to your post and explain how to master a project (mastering is an art in itself). So search for a YouTube vid for that general information. But, listening to your project just through headphones alone is not going to give you the same sound results as when it gets played through other speakers (monitors), your automobile system, phone, etc. Even the size/shape of your room will make a big difference on how it is sounds (or even gets recorded).
So the bottom line is to search for a YouTube vid for some suggestions about mastering. But, at a minimum, you can make slight adjustments yourself while listening through a few of the different outputs I mentioned above. This will enable to to hear what will happen when listening through different devices. Also, try your hand at adding the mastering VST effect and other effects you will see in the vid to your main stereo out and give it a go.
Regards 
You ´re not necessarily supposed to master it. You ´re supposed to get the mix right.