What operating system is your Mac on?
Go to Applications, Utilities, Audio MIDI Setup. Do you see anything listed here that you do not have connected to the system?
In Cubase go to Devices, Device Setup, VST Audio System, and select the Focusrite as your audio interface. Then start a new empty project and go to Devices, VST Connections. Verify that your Device Ports are connected to the Focusrite.