Hello Segomil,
I assume that you have selected UR22 in your computer’s device setup as the soundcard?
If so, all audio signals will now be send through your UR22 audio interface instead of your build in soundcard.
So you have to connect your headphones and your speakers to the UR22’s outputs to be able to listen to audio signals from your computer.
This is the same for the MIDI sounds you’d like to hear from Cubase.
Please take a look at page 10 of the operation manual of UR22 to find a connection setup example.
Best regards,
Stefan