Like any other VSTi. You record MIDI notes with whatever controller and with whatever sound of this or any other VSTi to a Cubase Midi track.
Mind you, some sounds with faster attack (and/or less latency) might be better to record then slow evolving ones. Btw, with Nuendo, could be in Cubase, too, there
is a small KB integrated in the transport window, too.
Then, if still necessary, you route the midi channel to the wanted VSTi which has loaded the correct sound.
Don't forget to set the Midi instrument channel to input (yellow speaker symbol knob) for audible sound.

With larger projects including ready MIDI tracks I often render the Midi/VSTi track to audio and go on under a new .project name.
So, I can get rid of those Midi/VSTi tracks and work with the rendered audio... Should I need to work those midi tracks over, I go back to the
last .project with the VSTis active and still have it all there...

thank you very much for your reply

so i need a midi controller or can i use keyboard and mouse? (im new to doing midi stuff)

A KB would be the best controller, anyway. Playing the VSTi with the PC KB is not always possible and a pain in the neck.
Painting MIDI events into a midi track of Cubase works, but is very restricted and is no real long-term solution.
If you plan on doing a few more things with VSTi and MIDI, a medium size KB with 64 keys, will be the best for you.
There are cheap ones, but for some serious work and use as MasterKB for other Keyboarders a slightly better one would be a good choice.
Have a look at some shop pages... Master KBs usually have no sounds by themselves, btw. If you want a KB with sounds always have a look
if they feature MIDI over USB or MIDI I/O.

[[url=http://[/URL]="http://keyboards-mi…"]Shop Keyboards & MIDI, MIDI, MIDI Controllers | Musician's Friend[/]="http://keyboards-mi…"]Shop Keyboards & MIDI, MIDI, MIDI Controllers | Musician's Friend[/]
Take a look there. I use an Emu X-board 49 key controller. It makes no sound of it's own, but I use VSTi for that. Weighted keys, etc.