Zoom H4N Pro, Cubase LE, Wavelab LE

I’m new to the recording studio. I have the three listed in the title. How do the Wavelab and Cubase work together. Do I need an audio interface or is that what the Zoom H4N for? What is a MIDI. Software or hardware and is this something I need to get? I am a little overwhelmed with this whole thing but I need to learn as I’ve had requests for cd’s of some of my music. Help.