it seems to be the Arturia Keystep,
the modwheel is “just” a manual controll for a Midi CC,
normally it is the CC1,
so if the keystep sends the modwheel as CC0 you need a software (before VCV) that changes the input from CC0 to CC1 so that VCV can use it as modwheel.
Thanks for your responses. But saying in a different way, my question is about the VCV MIDI CC 2 CV. What is it waiting to give a signal on its MW output?