Thanks to all for good help.
But now i want to ask the question which doesn’t affect the lighting or something else in 3D conveyer .How can i change standart cursor to one from a .cur file?

This is not a OpenGL specific question, but rather an windowing question.
So it depends on which API you use to create windows.

I am working in Microsoft Visual C++.
What are the operators?
And what about glutSetCurcor(int cursor)?