If its like Cakewalk...
I switched to Cakewalk a couple of years ago, but I'm guessing the operation is pretty similar. Since no Steinbergers have responded, I'll give it a shot. Conceptually, you have to keep in mind that there are two song layouts you're working with (the main panel in Cubase and the ?playlist? in FL), and while you can't view them simultaneously, they both play at the same time. If you want a FL synth playing at measure 8 in the main song, you have to add it in FL at measure 8.
After having added the instrument to your softsynth rack, you have to do all your programming of FL instruments in FL (using their piano roll, etc.) - make sure you add your patterns/loops to the playlist. Playing the song in FL should generate all the synth sounds you've programmed. Once you have what you want in FL, close it out. Back in your Cubase, you should be able to just press play, and everything you did in FL should be coming through on the FL audio channel(s) in Cubase.
Hope some of that helps. End of rambling.