This article explains what a CUR file is, how to view the file as a normal image or import it into Windows to change the appearance of a cursor, and how to save it in a different image format, such as PNG, ICO, GIF, JPG, or BMP.
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A file with the CUR file extension is a Windows cursor file. They are still images that are identical to .ICO (icon) files in every way, except for the different extension. Animated cursor files end in .ANI instead.
In Windows, a different cursor appears when the mouse pointer is performing certain tasks. For example, a capital "i" when hovering over text, or an hourglass when something is loading.
Both animated and static cursor files are located in the %SystemRoot%/Cursors/ folder.