The manual has a decent section on Generic Remote setup, which is probably what you need. It is not a great description but it might at least get you started. Then, with more specific questions, I am sure others will be happy to help.
Setting up MIDI controllers can be confusing because you need to understand what the controller is sending (which is most likely editable by the user) AND what Cubase does with the messages.
HTH.
J.L.