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The libary comes with free versions of both programs, so you don't strictly need anything else to use the samples.
The PRO version of Vienna Instruments that costs extra has very useful additional functionality, but it isn't required for the library to run, and can also be purchased at a later point.
You simply load Vienna Instruments (VI) as a VST instrument inside Cubase, like you would do with any other sample player, software synth etc.
If you plan to use several instances of VI - which you probably will end up doing - you load Vienna Ensemble (VE) as a VST instrument. VE itself is then used to host all instances of VI.
You could of course also simply open several instances of VI inside Cubase directly, without using VE as the host, but performance-wise it's better to use VE.