Typically, with this setup, you would add mastering processing as inserts on the channel(s) carrying the unmastered mixes. This is also a good opportunity to play around with the running order and flow of your montage. Generally, you would put all of the mixes onto the same track, but if creating a montage from a small number of mixes, there can be some advantages to giving each its own track/channel in Cubase (for reasons that should become apparent in a moment). Once you’ve perfected your mixes and have created a collection of unmastered files for your montage, Cubase offers a few different approaches, but all start by importing your unmastered mixes into a new project and laying them out on the timeline. This being the case, best practice tends to be to leave mastering processing out of a mix so that it can be applied later when the music is being compiled into an album/montage.
However, it’s often preferable to approach mastering from the point of view of a whole album or montage of mixes, which allows that montage to be honed into a cohesive whole as opposed to a bunch of mismatched individual mixes.
The most obvious approach to mastering with Cubase may be to apply mastering-type processing during mixdown across the main left-right bus you could also apply such processing to submixes for a stem mastering-like approach.