What you explained to me - Thank you so much for your help 
- was how to separate my midi notes from my melody by a channel. It can be done the same by the pitch etc. It will separate notes but all tracks will play still the same melody.
What I’m trying to do is to make two more harmonized tracks that will play the main melody in 3rd or other interval. Same when you creating harmony voices with audio track. I would like to do it with midi.
I know how to do it manually by simply using score or so but in this case I have a lot voices to create and I thought that Cubase can do it automatically for me.