It doesn't work that way, unless you make analog connection from DA to AD. Much better and preferred way is processing to audio (non real time):

(you don't need empty audio track)

Solo the midi track (you can also soloing each drum element one by one for separate audio tracks)
Route midi out to your VSTi
Set the left and right locator
File menu – Export –Audio mixdown (set audio preferences there)

done

Thanks

That works

You don't "need" a new track but if you want you can render your audio to a new stereo track in Cubase. This is all in the manual by the way.

You can bounce it to another track in higher version of Cubase. or if you still prefer using the older version you can re-route your connections to feed and record to another track.

Hope this one helps!