Do I need to change any settings?

More than likely yes, because what you describe has nothing to do with how it is supposed to work.
If your computer is crashing that’s a sure indicator of an issue.

You really didn’t describe any of your setup. Always important in any computer setup is the installation of the correct Driver, the connection and settings made within both the hardware and software, the connection between your Audio Interface and your Speaker System.

Please provide us with how you have things configured (how the MOXF is connected to the computer, what version of Driver, how you are connected to your speakers.

You should be using the “Yamaha Steinberg USB Driver version 1.10.4 for Windows”
You should be set so the MOXF is “USB I/O = USB”
If you are setting up to record MIDI, “Local Control = Off”
If you are setting up to record Audio, “Local Control = On”
If you are using the MOXF as your Audio Interface, your speaker’s should be connected to the Main L&R Outputs of the MOXF
Let us know.

hello, thanks for the info
I'm using the MOXF as my Audio Interface and I have only headphones.
MOXF is “USB I/O = USB”
on the evening I check about driver version (I suppose 1.10.4)

At the moment I just want to listen: mp3 + the melody I'm playing

Headphones connected to the MOXF are fine.

The volume of the audio playing back from the computer (Cubase) will return to the MOXF via the front panel slider labeled “DAW LEVEL”
All audio will go through the Main Volume Slider.

You control the individual synth Parts with the individual Part Volume.

thanks again for your info..unfortunately I updated the usb driver to the latest version but the problem remained ..
I took several pictures .. if you can help me ... thanks a lot

Okay what’s the meaning of your first screenshot?
Why did you set this to “VST”?

In screenshots 6 and 9 (same) there should only be one item marked in the “In ‘All MIDI Inputs’” column, namely “Yamaha MOXF6/MOXF8-1”
Please in uncheck the other ports 2, 3, 4, and 5... in that last column.

What kind of Track did you create in Cubase?
If you create a MIDI Track set the MIDI In and Out to address the “Yamaha MOXF6/MOXF8-1”

I changed the setting .. but the problem remains .. when I press a few keys of Moxf the system crashes.
If instead I connect an additional keyboard (master keyboard) via usb..and create a new track (midi with sounds of vst halion)
system works great..
that is, I play my midi track and simultaneously listen into track 2 (audio mp3) ..
it seems that the signal is processed twice so it does not work.

It likely you are still guessing at your setup. Without the information about your setup we can only guess with you. Sorry. Can you tell us the info we requested. Not just that you “changed the setting”. And when you say the “system crashes” what does that mean. The MOXF displays specific error messages when it has a problem. What error message appears?