The MONTAGE CONNECT utility can be run as a stand-alone application or as a VST3 utility inside of a compatible DAW, but not both simultaneously.

You don’t mention what version of Cubase you are running, but we’ll assume you launched Cubase AI as it is the recommended version for this purpose.

Here is a basic checklist:
Be sure you have installed the “Yamaha Steinberg ASIO Driver” for your particular computer type.
Power on your MONTAGE, Set the MIDI I/O = USB
Decide if you are doing MIDI Recording or Audio Recording
If MIDI Recording you’ll want to set Local Control = OFF
When connected to your computer via working USB connection, the usb icon on the very top line in the screen will glow blue.

Launch Cubase
During the launch, you will see it scanning your hardware... this is when it will ‘find’ your MONTAGE.
It may ask if you want to use it as your ASIO Interface device...

On the Cubase menu go to File > New Project > Select “More” > “Empty”

Go to STUDIO > VST INSTRUMENTS > TRACK INSTRUMENT > under “Other” find “MONTAGE CONNECT”
This will launch the utility inside Cubase.

Separately begin to create MIDI Tracks or Audio Tracks on which to record. The MONTAGE CONNECT item is simply for communication between the hardware and Cubase (the lane it creates is NOT a recordable Track).

Create a MIDI Track — when you select a MIDI Track Cubase will Thru the data back to the MONTAGE tone generator. The channel number is the channel Cubase sends the data back to the MONTAGE on.

thank you for your respond and I got cubase LE Al Elements 10 I don't know why it says all those 3.. its only the name of my cubase application icon but when I open a project it says cubase Al project.

I every latest updates etc.I followed your step but it doesn't ask me for the montage as ASIO interface only for integrated audio