Sorry for answering a bit late. We are in different time zones and I also had to work before I could get back to the forum. Also sorry for posting in this forum - it should have been in the "Beginners forum".

Videotrack, you saved my life - it works perfectly. Thank you for that very good explanation. I did two things wrong yesterday: I tried to drag from the mixer instead of from the horizontal bar with the instruments and I tried to drag to the DAW-box - not the WAV-box. Got the tracks inside Cubase now!

@Matt
I actually tried your method first as that of course would have been quicker, so I went to preferences and checked the box which will split the master into the individual tracks and then I tried to drag the master directly into Cubase.
First I thought it would work as BiaB was rendering, etc. but in the end - after 30 seconds or so - I got a message from Cubase saying something like "unexpected / unsupported format". But thank you for the tip - I will remember that when working with other DAWs.

@Guitarhacker
In the moment RealBand is not an option for me as I cannot get it to work properly, but thanks anyway!

Will