Sorry to hear you are having issues. I just downloaded it and install on my system. It work without issue. Can you please check if Woodoku.CursorFX file is inside in "C:\Users\Public\Documents\Stardock\CursorFX\Themes" If it does not, try to download the cursor again :https://www.wincustomize.com/explore/cursorfx/3065/. Double lick on it once it finished downloaded. And see if it get send to that directory. Once it is listed there. Restart CursorFX. or sometimes a reboot needed.
If the file is actually already in that directory. Make a copy of that file inside the same directory. Rename it to Zzz.CursorFX and see if that help. Report back here.
Stardock Community Assistant.