Hey there! Did you ever figure this out? I just downloaded from an incognito tab to test it out, so hopefully this helps:
After hitting "Browse..." on the Pointers tab, the options that first pop-up are your computer's default cursors. You will need to find the folder labeled CatPawCursors-2.0 b > CatPawCursors-2.0 > cur files and select the file from there.