Hi,
There are no other steps needed. You should see the device, once it’s installed. I can see SH-01 on the screenshot.
But you can’t use 2 Audio Devices at the same time. So you can’t combine UR22MKII and SH-01. A workaround would be to use an Aggregate Device on macOS. This is a virtual driver, where you can combine several Audio Device. But it’s not officially supported by Cubase (actually by any DAW). There might by a sync issue.