first, you need a cursor from rw-designer.com. this is because only their cursor packs have .crs files, which this program relies on.
alternatively, you can make one yourself, though its easier to get it from rw-designer. (how to)
place the python script in the folder.
open CMD, navigate to the folder and type "python importcursor.py"
if you did everything correctly, the script will run, and then you can select it via mouse properties (win+r, main.cpl)
note: importcursor.py does not set your cursor, it only imports the selected cursor scheme to main.cpl