does any1 know how to do the lil cursor

im probably gonna delete this later but,,, how do people make their cursor look all funky and cool like that??? like you can make your cursor into a gif or image or something, its so swag and i wanna try but i cant figure out how to do it and cant find a way anywhere else but im probably just bad at looking for things

also you can make little images in the corner of your screen???? thats also super cool but howwww what