Hi David,
We don't have enough information. The instruction for setup, if followed usually lead to success. If they don't and you've followed them faithfully, then the reason for not working could be incompatibility. Your computer operating system may not be able run the software you are attempting to run, properly

Contact Steinberg through your MySteinberg Account, and inquire whether your laptop can run AI5 - problems start to arise when the software is more than 5 years from the OS... things become what computer people refer to as "non-compliant". There maybe incompatibility issues with newer Operating Systems and the older AI5... they would be on top of those details.

If you want us to help you here you'd need to
1) Recount the steps you took to setup - it's tedious, I know, but it serves as a good checklist, as you are forced to check each step as you go
2) Tell us specifically what Driver, by name and version number - Yamaha makes all kinds of devices and there are specific drivers for specific devices. We need you to verify you have not just "a Yamaha" driver but the proper Yamaha driver for your situation.
3) What is your Audio Interface? In other words how are you getting audio into the computer? Are your speakers connected to it and is the XF connected to the audio interface?
4) In the Editor VST did you select the audio driver for your audio interface?

The good news is you are receiving a specific error message... that means it sees your Motif XF but sees you do not have the Ports setup properly. I'm just preparing you getting the MIDI Ports connected correctly will not necessarily deliver sound, it is the first step. Once MIDI is routed properly through the computer, then, and only then, can we return audio from the XF to Cubase (via that audio interface)

You don't mention a "(No Audio)" message (it would appear on the very top of the Editor's window) but even if you get the MIDI Port set to record audio you'll need an audio interface.

Let us know.

Here is an article on setting up the Motif XF Editor VST inside of Cubase...
Motif XF Editor VST

***See special note to those using USB-MIDI connection for Audio setup tips

I wish I could steal little bit of your knowledge in music software use.

Thanks for your advise. I will try some of your suggestions and get back to your with more specifics next time.

Regards,

David

Looking forward to hearing about your experiences with Cubase.