How to use a custom cursor?

Question

I'm trying to change the default OS cursor to a custom one. As of now, I'm only dealing with Windows. I got an image file with the cursor I want (.png, should I change format?). All in all, I've been searching and trying to simply change the cursor, with no success. Also, as of now I'm looking for the most simple solution, with as few line of codes as possible.

If relevant:
-I'm using a window created with SFML(2.1).
-The following compiles but makes no difference:

HCURSOR hCursor = LoadCursor(NULL, "path/filename.png");
SetCursor(hCursor);

So, I'm seeking the knowledge of the community, any ideas?

The following works :) It does however immediately revert back to default windows mouse:

HCURSOR hCursor = LoadCursorFromFile("path/filename.cur");
SetCursor(hCursor);

I found this LINK, which seems to be the same problem as mine.
I am however unable to apply the answer given in the link

HWND windowHandle;
int GCL_Hcursor = -12; //GCL_HCURSOR
HCURSOR hCursor = LoadCursorFromFile("Graphics/Cursors/Pointer_small.cur");
SetCursor(hCursor);
SetClassLong(windowHandle, GCL_Hcursor, (DWORD)hCursor);

I (obviously?) get:

uninitialized local variable 'windowHandle' used

Answer 1

After roughly 4 hours and 30 minutes trying to get a custom mouse working with SFML on Windows, I finally managed to accomplish a task for which I had expected to use no more than 5 to 10 minutes. As such, I leave here the answer to my very own question, since the internet was unable to provide it clean and clear to a noob like me. May it be useful to whoever may need it.

#include <SFML/Graphics.hpp>
#include <windows.h>

int main()
{
    sf::RenderWindow window(sf::VideoMode(800, 600), "Simple Cursor Demonstration");

    // {This is what matters}
    { 
        sf::WindowHandle wHandle;
        wHandle = window.getSystemHandle();
        HCURSOR Cursor = LoadCursor(NULL, IDC_HAND); // IDC_ARROW IDC_WAIT IDC_HAND...  http://msdn.microsoft.com/en-us/library/ms648391%28v=vs.85%29.aspx
        //HCURSOR Cursor = LoadCursorFromFile("path/filename.cur"); //.cur or .ani
        SetCursor(Cursor);
        SetClassLongPtr(wHandle, GCLP_HCURSOR, reinterpret_cast<LONG_PTR>(Cursor));
    }


    // to prove it works, just move the mouse around
    // not 100% sure the following actually proves it, but the above worked wonders on the project I wanted it for
    window.clear(sf::Color(sf::Color(0, 255, 0))); 
    window.display();
    sf::sleep(sf::milliseconds(3000));

    return 0; //I've read this line or equivalent is a good idea... :)
}

Sources:

-This solution was plundered from around the internet, but mainly from Overcomplicated for a Noob ,which was also mentioned by someone who deleted their answer. While being [Overcomplicated for a Noob], it does seem to provide great information on how to properly implement custom cursors on a program, as well as how to do it on apple OS thingy instead
-This was also useful.
-colinsmith mentioned the cursor file must be .cur or .ani, .png does indeed not work