To expand on Strummer’s comment, after you have downloaded and installed the UR824 software from Steinberg.net you should see a new program in Windows program files → Steinberg → UR824 → dspMIXFX. If your interface is connected and powered up, running dspMIXFX should show you the 8 channel mixer. dspMIXFX will display “No device found” if your 824 is not connected or turned off. Until dspMIXFX is working, the 824 will not work in Cubase. Cubase should not be running while you run dspMIXFX.
If you have already installed the software from a CD, it is best to uninstall both the Yahama/Steinberg ASIO driver and Steinberg dspMIXFX software before installing the latest versions downloaded from Steinberg.net
There are no settings in Windows that need to be done, with the possible exception of selecting the UR824 as the Sound Output device if you intend to use a non-Cubase application such as a media player.