If you're trying to audition samples and loops in Cubase's "Media Bay" but aren't getting any sound, then here's what you need to know:
Most likely you have the "Control Room" enabled but don't have it set up properly. The quick fix is to go into your "Audio Connections" and disable the Control Room.
Next you have to ensure your outputs are configured correctly in the "Outputs" tab by selecting your Main Monitor outputs from the dropdown menu.
And lastly you need to ensure you assigned your Main Outputs as the "Main Mix" by right clicking on your Main Outputs and selecting "Set 'Main Outputs' as Main Mix".
I strongly suggest you learn how to configure Control Room properly
Control Room is a very useful and powerful feature in Cubase. There's a bit of a learning curve but it's worth learning how to use it.
You will have access to the Control Room Metering which displays RMS (average loudness) and Peak Max. You can seamlessly switch between multiple monitors (by clicking Monitor "A" or "B" at the bottom of the window). You can quickly switch from stereo mix monitoring to a mono down mix (which is great for ensuring your stereo mix translates well in mono). You can also use the "Dim" function to turn the monitoring volume down by a configurable decibel range (for example -12dB). These are just some of the highlight features.
You also have access to high quality loudness metering which measures Integrated Loudness and dynamic range (in LUFS). This is ever more important when mastering for streaming services like Spotify, YouTube Music, Apple Music, Google Play Music, etc.
How To Setup "Control Room"
First you need a Monitor Track. If you do not already have one select "Add Channel" then "Add Monitor".
I've named mine "Yamaha HS5", and since I'm using a Stereo setup in my studio I've configured my monitor setup as "Stereo".
And lastly you need to select the correct outputs from your Audio Interface. In my case "OUT 1" & "OUT 2" are my main Left & Right outputs going from my Audio Interface to my Studio Monitors via XLR and 1/4" TRS combo cables.
That's it. Control Room is now ready for use. The Control Room metering/functionality is accessible from the main project window in the Right Zone, as well as in the MixConsole in the Right Zone, or if you wish you can open up a separate floating window by going to "Studio" > "Control Room".