Anybody with Cubase, can you help me??

I copped a coo axion keyboard with no sounds right now, and I'm tryna get sounds in it. I got sounds on my comp already in cubase, I know how to put em in, but do I need Midi chords to have my keyboard work with Cubase? The keyboard came with a connection that goes straight to the F: drive on tha computer, I thought that was coo. Tha keyboard works well with Fruity Loops, but I want it to work with Cubase....help pleasE???

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