As Koshdukai is explaining, the MCC app is just to configure the hardware controllers you might have, KeyLab, Spark, Beatstep etc.
It does nothing else and cannot be 'connected' to anything. You plug in your controller via USB, start up the app and configure the control info you need via Midi CC or NRPN / RPN. After that you close the app and forget it.
One way to configure gear with CC is to gain access to a Midi implementation list that would usually come with your software (Back of the manual). This list gives specific numbers and notes that correspond to a encoder or value on the equipment being used. MMC, Midi Machine Control is always the same on every bit of kit, so it's a standard if you like.
Once each desired parameter is configured onto your arturia unit, you save it and this gives you direct access to that synth or application regardless of that apps saved state.
There's also a learn function on most new apps now, where by you open your app and its generally a modifier key and click which brings up a learn box. You move the desired knob on your Arturia gear and you will see that parameter move. The midi maps are useful on the Arturia synths as you can make multiple different configurations that match your controller.
Check your device set up in cubase and look into your remote set up, here you will be able to assign knobs to, for example VST plug ins.
Cheers, Stuart