I how unity handles custom curses relies on the fact that you have the application running on the actual computer as a standalone rather than in an embed in a web page. I don't think custom cursors are supported in webGL. That being said you can get around this by just creating a gameobject sprite within your game as a UI element and just tell it to constantly transform.tranlsate to your mouses position (which you can access through Input.GetMousePos or something)