I was asked a wonderful question, so I thought I'd share a quick answer in a video!

This is how you get a custom mouse cursor in TempleOS:
1. Create a HolyC file where you override the DrawStdMouse function
2. Reference a sprite, either in your HolyC directly or to a separate file
3. Call Sprite3() in DrawStdMouse() with its parameters and your sprite index
4. #include your HC file in your copy of MakeHome.HC.Z in your Home directory
5. Profit!

Special thank you to Dave Eddy (bahamas10) for his blasphemously-epic public domain remix of the TempleOS classic, Risen!
Check his work out here:
https://www.youtube.com/channel/UC580SYuIdAIWf8ngzASdKGQ
https://www.youtube.com/watch?v=IdYMA6hY_74