First, launch CubaseSX or Nuendo. Then, launch Reason. You can verify that Reason is slaving automatically by checking Reason's AUDIO OUT and see if it says "Rewire Slave Mode."

Go to Devices - Reason, and enable as many input channels from Reason you want to use (audio inputs into CubaseSX / Nuendo).

In your VST Mixer, you'll now see Rewire channels according to how many you enabled. This is where your audio comes through from Reason.

You can use transport/tempo controls from either program.