Since you have a quality synthesizer in the Yamaha mm you probably want to record it's sounds, not just the Midi data. You don't hear anything on the midi track because it is only data and you need to play it through some VSTi instrument (Soft Synth). You have left and right 1/4' outputs on the back of teh Yamaha. That is what you can put through your audio interface to record the audio and hear the sounds your synth is actually producing.
If you wanted to record the midi, to edit it, and then play it back later through the Yamaha, then you would probably want to monitor the Yamaha through its headphones jack while you play.
Finally, the Yamaha has a USB port and if you read the manual, you'll most likely find that you can record to Cubase without using the Tascam Interface. But I can't help you with that.
Good luck, I recommend you check out Brandon's articles and working with MIDI.
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