How to add animations to custom mouse cursor? Windows 11

I am currently building a custom mouse cursor set, and want to figure out how to do a couple of things. First and foremost, I want to make the link select cursor actually change when I click, at the moment it stays static unlike the default hand which will grab when clicking. Secondly, I would like to animate the loading cursors as well. I can’t find any way to add extra files to a .cur file, so if anyone has any input that would be greatly appreciated!