I have MOXF8 and I recorded a song with the cubase AI 8, now I want to save the song to the MOXF so I can play it from the instrument and not to the computer!
Is that possible?

Yes. It is!

The universal method to transfer the data from one sequencer to another is the SMF or Standard MIDI File (extension must be .mid).
Your MOXF can read an import the MIDI TRACK data from your Cubase Project.
You already have the MOXF MIXING setup in your instrument, so all you need to capture in the .mid file is the Track data.

In Cubase, you need to setup your Preferences for exporting the SMF.
Go to Cubase Preferences* > MIDI > MIDI FILE > set the Export Option dialog box as follows:

*Your "Cubase Preferences" are found under FILE on the menu bar on Windows computers and under the Cubase option on the menu bar of a Mac.

Click APPLY
Click OK

TYPE 0 (this is the universal donor File type)
480 pulses per quarter note (this is the resolution of your MOXF sequencer)

This will create a .mid file that you can copy to a USB stick you use with your MOXF. Make sure the File extension is .MID
Load this file to your MOXF Using file TYPE = SONG or PATTERN depending on where in your MOXF you wish to use this data. Make sure you load to the same location that already contains your MOXF MIXING setup.

Once you've loaded and reunited it with its Mixing setup, press [STORE] to write this data to your MOXF internal Flash ROM. and make sure you SAVE an ALL data file to back up your work.

Hope that helps... You did not give us much in the way of details about what the nature of the data you recorded to Cubase.... i.e., number of tracks, kind of tracks, were they all directed to the MOXF, etc., etc., we assume you have a maximum of 16 MIDI tracks (Midi only) destined for the MOXF. If this is not the case, please let us know what you are dealing with...

Thank you for your help. it was very helpful.
Now, I wonder if it's possible to move a song project with audio files from cubase to the MOXF?
thank you...

Only if you have expanded your MOXF with a Flash Board.

You would need to prepare the audio completely before installing it to the MOXF. The MOXF has no RAM area... so all editing of audio must take place prior to installing it to the MOXF Flash Board. Flash Boards are a type of Read Only Memory.

The audio would have to meet the following criteria before you can install it to a Flash Board:
Convert it to 44.1kHz, 16-bit format (stereo or mono)
Longest individual audio waveform is 64MB (6 minutes 20 seconds at highest resolution)
You can either create complete "stems" (audio from start to finish) making it easy to align audio and MIDI. or if you want place audio at specific points you will need to trim the audio clips according to where you wish to place it. Audio is converted into Samples. Samples are defined as audio that can be and is triggered by a MIDI NoteOn message. You can import as many as 128 stereo audio clips per MIDI Channel. The audio is housed in a Waveform assigned to a Key within a Voice. Each Key can have a different audio clip or stem... You turn them On and Off individually with MIDI notes.

You don't mention if you want to keep multiple audio tracks separated or if you simply want to playback a stereo mixdown of the entire audio portion.

Recommended:
John Melas Waveform Editor
This will allow you to prepare the audio recorded in Cubase for use in the MOXF.

Or if you simply wish to playback the entire Project as a stereo (mixed down) Wave, you can simply load the 16-bit/44.1kHz .wav to a MOXF VOICE... In which case you don't necessarily need an Editor.

Summary: there is no way to just load audio created in Cubase into the MOXF - you can however, import the MIDI data (as previously explained), if there is audio data in the Cubase Project, it must be converted and prepared if you want to install it to your MOXF Flash Board.