I think you should be able to do that in Cubase. I have Cubase, but I don't use it very much yet, so I'll have to look up the specifics.
What you're looking for is usually called "MIDI effects," so most DAWs treat it as a sort of effects plugin that you must add to a track's chain to modify it, similar to the way you add reverb to a track.
There are often a variety of MIDI effects available-- depending on the DAW-- and the type you're looking for lets you filter the incoming Note On/Off events. This usually involves setting a range of notes that you want to let through, such as C1 through B2. Any notes outside of the specified range will be filtered out.
So you would normally set up separate MIDI tracks for each split or layer or zone that you want to use, apply the MIDI effects option to each track, filter out all of the notes except the ones you want for that zone, and send the notes to the desired virtual instrument, as in the following example:
Track 1 - Low Note C1, High Note B2
Track 2 - Low Note C1, High Note B2
Track 3 - Low Note C3, High Note B4
Track 4 - Low Note C3, High Note B4
Track 5 - Low Note C5, High Note C6
This assumes that the controller has 61 keys which are identified as C1 through C6. The bottom two octaves of the controller would play two virtual instruments (VIs) layered together (tracks 1 and 2). The next two octaves would play two other VIs layered together (tracks 3 and 4). And the highest octave would play a single VI.
What are you using as the keyboard controller? I'll crank up Cubase and take some screenshots later.