OK…I think you’re a bit confused about how this all fits together.
When you use the Behringer by selecting it in Cubase it becomes your computers soundcard…so of course you must have your speakers connected to it. You cannot use the Behringer for input (recording) while you use the PC built in audio for output(playback/record monitoring/vst instruments) the Behringer will be your ins and outs.
The MPD18 does not send any audio over USB only midi (note data).
You must be loading software that it plays…is this a vst instrument you are loading in Cubase??
Anyhow…with everything set up correctly you will also be able to hear this with the speakers connected to the Xenyx.
If you say which Xenyx you have I’ll take a look and see if we can work it out.