folder is not the right place.
It's the icons folder where your cursor file should go.
You have one in your home folder ~/.icons
or the system wide one /usr/share/icons
I normally decompress the cursor files into ~/.icons/name_of_cursor
theme, for example, mine looks like this:
$ ls ~/.icons
default Eclipse microzoa README Relic_Gold
Each of these folders contains:
$ ls ~/.icons/Eclipse/
The cursors folder contains the picture files.
You should make sure you have read permissions to these folders, f.ex.:
$ sudo chmod -R a+r ~/.icons
If you copy the files here you should have permission anyway.
Then I use Ubuntu Tweak
for changing the cursor theme in the Tweaks section. You should see your cursor themes in the Popup List control.