If the Cursor Manager's Cursor rendering is set to Software, you can uncheck Always show system cursor in Editor? to hide the system cursor within the Editor. It should be hidden automatically during builds - unless another asset is forcing it to display.
If it's instead set to Hardware, then the system cursor itself is used by the game - so the system cursor's graphics will change to the textures supplied, provided they're set up as Cursor textures in their Inspectors.
Comments
It depends on how you cursor is rendered.
If the Cursor Manager's Cursor rendering is set to Software, you can uncheck Always show system cursor in Editor? to hide the system cursor within the Editor. It should be hidden automatically during builds - unless another asset is forcing it to display.
If it's instead set to Hardware, then the system cursor itself is used by the game - so the system cursor's graphics will change to the textures supplied, provided they're set up as Cursor textures in their Inspectors.