Sadly Paul - the old idiots guide books are long gone - but there is an excellent Steinberg forum, and Steinberg will always try to help.
What I mean is that normally a keyboard sends out note messages - D2 was pressed at this time and this hards on this channel, then it was released at this time. A sequence of note messages. Continuous controllers are an alternative to note messages in the MIDI system. They are what are sent when you wiggle joysticks or turn wheels and knobs. So raising a fader for volume - would send a CC7 (continuous controller number 7) message - time and value - so the first one could be bar 1, measure 1 sub division 1 at volume 1. As you push it, a whole stream of messages gets sent, with the time changing and the volume rising each time - until 127 is full volume. If you look in the cubase edit window, under the notes in the grid you can select to see the fader moving as a curve or a line - which if you want, you can edit.
CC messages are used for volume, expression, modulation, pan, reverb, sustain - and loads of odd ones like breath control. The keyboards can often be set to stop sending a certain note, or range of notes and send CC messages - so you could program a low C that rarely gets played as a message to do something - like go into record, or rewind back to the start. Your DAW can nowadays do this itself, inside a VSTi for example - it listens for C0 and when it hears one, instead of playing it, it does something different - like change the sound. Modern master keyboards have less need to send controller on-off messages, but the cleverer ones can do it. Engaging a preset that has these set up make you think something has gone wrong, when it hasn't - you just need a reset.