Focusrite Scarlett 2i2 - connect as audio device ?

Note that if you have the full Cubase and intend to use Control Room, then set any connections on the Outputs panel, like Stereo Out, to not connected. This then becomes the target for all mix rendering to file.

Then use the Control Room panel to set up busses for your physical (on audio device) speaker, phones and cue output connections.

For details, see the Operation Manual:
a) VST Connections section on page 32.
b) The Control Room (Cubase only) section on page 211.

My advice is that you at least read the first paragraph under each section and heading in the Operation Manual, so you are at least familiar with what Cubase facilities and functionality are available and where to find them in the manual if you need to get further details.