Once you have loaded your cursors, using them is a cakewalk. Cursory allows you to manipulate cursors using just two Blueprint nodes.
UseCustomCursor node allows you to switch to a pre-defined cursor using an identifying GameplayTag.
UseStandardCursor node allows you to switch back to a standard operating system cursor (like the arrow or textbeam).
Here's an example of a simple script that you could use on game start: