No - connect the keyboard to the interface you have, and noodling on the keys should produce activity in cubase, assumin the input you are using is active in the inspector and your Roland has the MIDI output - BUT - I'm not sure if some internal features are actually output. I had an older one that had an arpegiator and that did NOT come out of the output. If pressing the keys works in cubase and your pattern does not, then the roland is not sending it.