How do I define the SetCursor Script?

I am currently trying to add a cursor into my game and when I try to run it, the error: " ‘Cursor’ Does Not Contain a Definition for ‘SetCursor’."

The problem lies in the name of your class. You called this script Cursor.cs which is why Cursor.SetCursor doesn’t exist in this context. You aren’t referring to Unity’s Cursor API anymore, but your own script. To solve this problem, simply rename this script to something else like: GameCursor.cs