Ok, so looking at the gameplay of the video, I think a simple way to do this might be to do the following...
Make a crosshair sprite and use "every tick" to set the crosshair at mouse.x and mouse.y.
Then, add the "scroll-to" behavior to both the player and the crosshair.
What "scroll-to" does is attempt to center the viewpoint on whatever object it has on it. If you add "scroll-to" to multiple objects, it does a quick version of what oosyrag has described. However, using Scroll To like this means that you can't do little cutscenes where the camera focuses on another object.
Although oosyrag's version is a bit more complicated, you can do more things with it once you know how.