How do I make custom cursors with Unity 4.6.1?

Hi everyone! I’m trying to learn how to use Unity with a book I have, “Beginning 3D Game Development with Unity 4”. The problem I’m running into is creating a custom cursor. The book explains a way to do this that seems to no longer exist… is there a detailed walkthrough available to achieve this on 4.6?

Cursor.SetCursor I think