OK, here goes.
1) You can't use the Yamaha to control B4-II, or anything else, in Cubase. It is not a MIDI controller, it doesn't even have MIDI, it's too old for that!
2) So you can't play anything back through the Yamaha either.
3) You can take the AUDIO from the Yamaha via the audio interface (heaphones socket to audio interface input and then via USB to Cubase - recording the Yamaha's sound to an AUDIO Track).
So basically, all you can do is play the Yamaha live and record its sound onto a Cubase track. Remember sound is audio data, MIDI is simply control instructions, no sound!