press win+R, type cmd, navigate to the folder with the script, the .cur files, and the .crs file (this will not work with out it) and type python importcursor.py
alternatively, make a text file and type "python importcursor.py". then go to file and click "Save As...".
if you did everything correctly, the script will run and all you need to do is log out and back in (or restart)