Are you triggering outboard hardware with the midi track, or is all the sound ‘in the box’?
If the latter, you can just automate the volume on the tracks in Cubase that output your signals, or if you want a global fade in/out you can also automate the master fader.
If you’re triggering hardware instruments though, then you’ll need to record them first. (Some units may have a MIDI CC assigned to output volume, you’ll have to check the manual for your device for that.)