you can use as many custom cursors as you wish, you can store the filename in a list. It looks only support 64x64 pixels. Use it through WindowProperties request. I use several cursors to achieve animated cursor.
def changeMouseCursor(self,cursorFile):
winprops=WindowProperties()
winprops.setCursorFilename(Filename.binaryFilename(cursorFile))
base.win.requestProperties(winprops)
cursorFile is the filename (string).