I went here and downloaded a theme named Ubuntaero_v1.0. Then I extracted the files to /usr/share/icons. After rebooting the system, the default cursor theme remains, except when moving the mouse over some applications' windows, such as KeepassX.
However, when I take a screenshot of that same window, the outcome shows the default cursor again.
Then I went to terminal:
sudo update-alternatives --config x-cursor-theme
The ubuntaero theme is not listed. It seems I am missing something in installing a cursor theme. What could it be?