it sounds like you already it turned on if you can select the neon but here goes anyway...
in Cubase goto Audio>VST Instruments and then when the VST Instruments bar pops up, left click and hold where it says "no VST Instr" and when the lil popup appears, choose the Neon. When the Neon is selected press the power button on the left of the VST Instrument bar to "power" it up and then goto the arrange window, highlight midi track1 and on the left where it has the track info (if it's not visible, click the lil square with the colored lines on it in the lower left on the very bottom of the arrange window)and left click where it output and you should be able to select the VST instrument (Neon). Now with the Track1 still highlighted, you should be able to trigger it from you midi keyboard or if you've imported a midi file, that track's output should be routed through the NEON.