The standard AC cursor is not a physical GameObject that scripts can be attached to. You can, however, disable the cursor's visibility in the Cursor Manager and write a script that places a GameObject in the scene according to where AC wants it to be.
Included in AC is the "World Space Cursor Example" script, which will cause a GameObject to move in the scene according to the mouse position - you can use this as the starting point for a new script that moves your own sprite in screen-space.
Thanks, ands sorry for the confusion but in the WorldSpaceCursorExample.cs where you say "add it to a mesh object you wish to act as the cursor" - where do I find the Mesh Object, to add to my Hiereachy is this just a Game Object with a mesh renderer attached?
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Included in AC is the "World Space Cursor Example" script, which will cause a GameObject to move in the scene according to the mouse position - you can use this as the starting point for a new script that moves your own sprite in screen-space.