From Xojo Documentation
The cursor that is displayed while the application is running and the pointer is within one of the application’s windows.
On Mac, it is also the cursor that is displayed when the app is frontmost and the pointer moves outside of any of the app's windows. On Windows and Linux, the pointer changes back to the default pointer when it exits an application window. If the Application class MouseCursor is not Nil, the non-Nil MouseCursor properties belonging to any Window or Control are ignored.
You can use the cursors in the Cursors module to set the mouse cursor.
This line in the Open event of the App class sets the default cursor to the finger pointer.