Q:  How do I use one of the cursor files in the c:\delphi\images\cursors?

A:  Load the cursor into a RES file.  (The image editor will let you do that.)  Then do this:

{$R c:\programs\delphi\MyFile.res}

const PutTheCursorHere_Dude = 1; {arbitrary number}

procedure stuff;
begin
  screen.cursors[PutTheCursorHere_Dude] := LoadCursor(hInstance, pChar('cursor_1'));
  screen.cursor := PutTheCursorHere_Dude;
end;