its the exact same thing, just make sure your hot spot on the sprite is where you want the "clicking zone" to be, since the top left corner of the mouse (THE POINT) is where the object will be positioned.
so if you had an image of a mouse cursor, youd put the hotspot at the top left so that it behaves like a real mouse.
a cursor object is redundant and useless, as it would essentially be doing the exact same thing as this.
no games ever actually change the cursor, they just use this method.