That’s the whole idea, Performer shoud not have to be tech-savvy, and that’s why you are remote-controlling almost all of his assets just like in a real studio.
The mixer displayed in the VST Connect plugin (not the Cubase mixer!) shows what Performer hears. The “Studio” channel reflects the cuemix that you send. If Performer cannot hear his voice, check the “Mic” channel: do meters move when he speaks? If not, make sure the right hardware port is selected on the performer mixer “Mic” channel and that its fader is up.
I will check the manual, it may be outdated and we’re sorry for that. But as a savvy PT user you should get all problems solved reading connectvst.com, it provides precise routing information and covers almost every pitfall. We’re still happy to help with specific questions 