Download - Unzip (Extract) to the Cusors folder in the OS - go to pointer options and set each piece manually - name it - apply - click on close button.
This method works for all zip files.
If you do it from another location, lets say the desktop the set or should I say pointer may not want to stay visible.
The Cursors folder is My computer - Local Disk - Windows - Cursors
For some My Computer may be This PC. These are under File Explorer.