Ciao Herve.
To use wave and mp3 in a midi track you should use a vst instrument which translate midi into audio.
You should load your samples in a virtual sampler (for example Battery, LM-7, etc.)
Alternatively you can use other standalone software (Fruity Loops, Ableton live, etc.) and plug it on a cubase track through the Rewire protocol.
Let me know how things are going on in Bujumbura. :-)
Ciao