These cursors are all different colors of the same mouse cursor style. This style was designed for visibility without obstruction, letting you see the cursor and what lies under it.
To install a cursor collection, extract the entire folder and open it, find and right-click the "[Color]Cursors" Setup Information (INF) file, and select Install from the context menu.
To use a cursor collection, go to Mouse in the Control Panel, select the Pointers tab, and choose "[Color] Border". Hit OK to apply the new cursors. Note that large and extra-large cursor options are also available.
Border Cursors