The simplest way is either a MIDI controller with a built in USB connection, or a seperate USB MIDI interface (i.e. M-Audio Uno).
First, you need to have an understanding of what MIDI is. Once you've got a handle on that, you can move on the the next thing. As sajs already said, MIDI is not sound. MIDI is a data command that tells another device what to do.
What kind of sounds are you looking for? "Good" and "authentic" don't really tell us anything at all. Depending on what version of Cubase you're running, you probably already have at least one softsynth included in the package.
Depening on what you're trying to do, and how you like to work, you might not even need a seperate hardware MIDI controller (keyboard). I've programmed MIDI for drums, pianos, synths, and strings just using the piano-roll feature within Cubase.