The best way is to use Vienna Instrument (or Vienna Instruments Pro if you have that) to assign the Mod Wheel of your keyboard, assuming you have one, to the Velocity X-Fade slider. You can do this at the top of the slider. Read the manual and you will see. You will have the option of assigning it to "Wheel." Then make sure the Velocity X-fade button is clicked on. Then arm your Cubase track to record and you will see the slider move up and down as you move your Mod Wheel. If you've set everythin up correctly, you should hear the change when you play or record.
W 10 i5-9600K 64 GB
Synch - Woods, Brass, Perc I, Str Pro, Elt Str, Dua Str & Sordino, Prime
Studio - Woods, Perc, Solo Str, Ch Str, Orch Str, App Str, Harps, Choir
St Dim - Brass, Strings
VE Pro, MIR Pro 3D, Vienna Suite Pro
Cubase 14, St One 6, Dorico 5