How can I set a custom cursor(like a crosshair) for a given RenderWindow? Are there some Methods in SFML for this?
Paint a cursor the way you whant it to look in a graphics program such as Paint.NET/Gimp or if you can afford it Photshop.
Then set that sprite at the current mouse position. might also be a good idea to make sure it is renderd last (is on top of everything else)