If you plug the TC Helicon Voiceworks into MODX's MIDI DIN ports (in/out) - you can access the TC from Cubase through MODX's driver Port 3. In order to access MIDI to/from MODX's keys/tone-generator, you would access MODX's driver Port 1.

I drew a picture of the routing from a PC (USB) to Montage's MIDI DIN port showing MIDI OUT only because this was the only direction needed for a use-case using samplerobot. Although MIDI OUT is shown - MIDI IN and OUT can both be accessed using the same path. And Montage and MODX share the same feature.

If you wanted MODX to access the TC Helicon (instead of, or in addition to the PC) - then you would have the PC (DAW) route MIDI from MODX (to/from Port-1 which is MODX's keys and tone generator aka internal) and route that to/from Port-3 which is the external MIDI DIN port. MODX cannot directly (without PC assist to route the traffic) access the 5-pin DIN MIDI port while MODX is in USB MIDI mode - but it can be achieved by a DAW's routing to "forward", "echo", "pipe" the messages.

You can ignore the audio routing shown - keep in mind this picture was used to answer a different question. But it mostly applies here -- in illustrating the MIDI routing. That said - you may want to have the audio output of the TC return back to MODX so MODX can apply its own effects post-TC and also to return audio through the audio interface back to the PC for recording. You don't have to follow that - you could use a different audio interface if you want.

Thanks for the good info Jason.

I think I am going to ditch the TC HELICON and go software.
Seems more can be done with software.

It's up to you. There are advantages and disadvantages to both approaches. As far as connectivity goes - the TC can easily be integrated into the MIDI bus as described.