The following instructions are for Cubase SX. You would follow roughly similar procedures in other hosts.
Use the Devices menu, Plug-In Information dialog, VST Plug-Ins tab, Shared VST Plug-ins Folder text field to add your csound5 directory to Cubase's plugin path. You can have multiple directories separated by semicolons.
Quit Cubase, and start it again.
Use the File menu, New Project dialog to create a new song.
Use the Project menu, Add Track submenu, to add a new MIDI track.
Use the pencil tool to draw a Part on the track a few measures long. Write some music in the Part using the Event editor or the Score editor.
Use the Devices menu (or the F11 key) to open the VST Instruments dialog.
Click on one of the No VST Instrument labels, and select \_CsoundVST from the list that pops up.
Click on the e (for edit) button to open the \_CsoundVST dialog.
On the Settings page, check the Instrument box in the VST Plugin group, and the Classic box in the Csound performance mode group. Then click on the Apply button.
Click on the Open button to bring up the file selector dialog. Navigate to a directory containing a Csound csd file suitable for MIDI performance, such as csound/CsoundVST/examples/CsoundVST.csd. Click on the OK button to load the file. You can also open and import a suitable .orc and .sco file as described above.
In any event, the command line in the Classic Csound command line text box must specify -+rtmidi=null -M0, and should read something like this:
csound -f -h -+rtmidi=null -M0 -d -n -m7 temp.orc temp.sco
Click on the VST Instruments dialog's on/off button to turn it on. This should compile the Csound orchestra. Note: If you don't compile the orchestra, you won't be able to assign the plugin to a track.
In the Cubase Track Inspector, click on the out: Not Assigned label and select _CsoundVST from the list that pops up.
On the ruler at the top of the Arrangement window, select the loop end point and drag it to the end of your part, then click on the loop button to enable looping.
Click on the play button on the Transport bar. You should hear your music played by CsoundVST.
Try assigning your track to different channels; a different Csound instrument will perform each channel.
When you save your song, your Csound orchestra will be saved as part of the song and re-loaded when you re-load the song.
You can click on the Orchestra tab and edit your Csound instruments while CsoundVST is playing. To hear your changes, just click on the CsoundVST Perform button to recompile the orchestra.
You can assign up to 16 channels to a single CsoundVST plugin. However, you can't have more than one CsoundVST plugin in the same song!