you can do it in "project setup" which is under the second or third menu column...I can't remember which one. Anyhow, go to project setup and it will give your samplerate options there.
Sometimes if you've set it up this way, you have to use your sound card's properties to set the sample rate, because Cubase will pull from there.
One such sound card is the Delta 1010LT. You can also change these settings though, to give Cubase control. For more information read the help and your sound card's manual.