Luckily, it's super easy to add new custom cursors to Windows — and you don't even have to use third-party software. ... Select your desired new cursor theme from the "scheme" drop-down menu.

If the mouse cursor change won’t stay permanent in Windows 11/10 PC, you have to create a custom scheme. Here is a complete tutorial on this.

Create and set a Custom Color Scheme for a Windows Terminal Profile. You can create a color scheme with the custom foreground color, background, cursor color, and selection background color.