No, not really.
I always import the midi files, without any dynamics, or tempo markings. I find it MUCH easier to tweak velocity and tempo inside Cubase, rather than Finale.
Good luck with your concerto.
But really, if your final product is not to be heard from YOUR computer, then you shouldn't really need Cubase even. Finale (and Sibelius) both can produce a... nice result with simple samples, and easy to use features, that will be enough to give you an idea on how it sounds.