Really most of us don't even use that because it only applies to the CHANGE MOUSE command. We usually use sprites to make custom mouse cursors.
If you really absolutely can't live without CHANGE MOUSE you can manually add any cursors you want by editing the .dbpro file with notepad (look at the following snip and scroll down to ";> Cursors").
version=DBP1.00
;****DarkBASIC Professional Project****
;[Created by BLUE IDE - Version 2.0.22a]
;Basic project details
project name=
project comments=
;
;Files
final source=_Temp.dbsource
main=Mouse Cursor.dba
executable=Mouse Cursors.exe
build type=exe
;Debug Mode YES/NO
CLI=NO
;====Media Settings====
compression=
encryption=
media root path=C:\Mouse Cursors\
;====Included Media====
;> Cursors
pointer2=aero_ew_xl.cur
pointer3=dinosau2.ani
pointer4=banana.ani
pointer5=drum.ani
pointer6=barber.ani
pointer7=arrow_i.cur
pointer8=arrow_l.cur
;> Icons
;====Other Settings====
app title=
graphics mode=
fullscreen resolution=
window resolution=
compression=
encryption=
;====Version Information====
vercomments=
vercompany=
vercopyright=
verfiledesc=
verfilename=
verfilenumber=
verinternal=
verproduct=
verproductnumber=
vertrademark=
;====Project Organization====
;====Config/setup.ini values====
RemoveSafetyCode=NO
SafeArrays=YES
LocalTempFolder=NO
ExternaliseDLLS=NO