Importing other VSTs

First you have to put the VST DLLs into Cubase's VstPlugins folder.

Then, in Cubase, open the "VST" window (by default press F11 I think). Click on an empty slot and a context menu will pop up, the VST should be listed there, select it.

After it is loaded, create a new MIDI track, set it's "Output" to the VST you want.

Then you can draw in some notes and play it back, it should come out with the sound of the VST you selected.