How do I move a object with mouse.

I want to move my player in a way that where the mouse goes it should follow it so How can I do it?

There are many ways to do this, without more information it would be hard to answer.

In the new project dialog, there is an example project "move to mouse"

Maybe it will give you an idea.

Thanks Little Stain , But Thats not what I want , I meant where the mouse goes the player follows it without any click

Replace the on mouse button clicked with system every tick and there you are..