Here is the code for this task
private: System::Void button1_Click(System::Object^ sender, System::EventArgs^ e) {
// Displays an OpenFileDialog so the user can select a Cursor.
OpenFileDialog ^ openFileDialog1 = gcnew OpenFileDialog();
openFileDialog1->Filter = "Cursor Files|*.cur";
openFileDialog1->Title = "Select a Cursor File";
// Show the Dialog.
// If the user clicked OK in the dialog and
// a .CUR file was selected, open it.
if (openFileDialog1->ShowDialog() == System::Windows::Forms::DialogResult::OK)
{
// Assign the cursor in the Stream to
// the Form's Cursor property.
this->Cursor = gcnew
System::Windows::Forms::Cursor(
openFileDialog1->OpenFile());