Do you have an audio interface? Perhaps not, as you seem to be using the built-in audio of the PC, which is OK – we all have budget constraints. The fact that you’re getting any sound thru the headphones means that you can’t have a hardware issue. I presume the headphone jack in question is the one on the computer itself, not one associated with any external speaker system. (You did mention internal speakers.) Perhaps the problem is the audio setup in Cubase (under devices > device setup.) You’d need to have the headphones available (visible) before Cubase use them. Getting past that, you need to check devices > VST connections. Here you can map the headphones as main out, or as a cue out.
It’s more complex to do this in Cubase Pro because it supports multiple outputs in the studio/control room tab. You use either the Output tab (which is simpler but limited) or you use the Studio tab.
If you want to keep it simple, you’d be using the output tab. The speakers are almost certainly set up there. You’d hit “add bus” and fill in the details for the headphones.
If you want to do a cue send, then you need to use the control room. This means nothing is connected on the Output tab. Strange but true. The output connections are made on the studio tab instead. There’s a chapter in the Cubase manual about VST connections, and there’s a video somewhere on youtube showing this studio tab setup procedure.