Yes, you’ll need to convert the icon to a cursor file format first.
Windows:
Download the icon as PNG from icons8.com
Convert it to .cur or .ani format using a free cursor editor (such as RealWorld Cursor Editor or Cursor.cc)
Go to Settings → Bluetooth & devices → Mouse → Additional mouse settings → Pointers tab
Select the pointer you want to change, click Browse, and choose your .cur file
Alternatively, download the icon in .ico format from the Pichon desktop app — some cursor editors accept .ico files directly.
macOS:
macOS doesn’t support custom cursors system-wide. You can use third-party apps like Mousecape to apply custom cursors, but support varies by macOS version.
ChromeOS:
Go to Settings → Accessibility → Cursor and touchpad → Custom cursor. ChromeOS supports custom cursors natively, but only from its built-in set — uploading your own requires a browser extension like Custom Cursor.