You simply just drop it into the StarterGui and then when the player presses select it disables their controls (you must be using the new PlayerScripts layout) & puts a cursor in the middle of the screen which can then be moved around with the left trigger.
How to fix Mouse Problem on Roblox?
go to http://roblox.com and sign up or log in to your account.
Once you're in, click on any game and you'll see a green button labeled, "play." Click the button.
The play button prompts a download to begin
Select "Roblox" and confirm.
Once the player finishes installing, you'll be able to play. enjoy!
How to customize your mouse cursor?
The first option is Cursor, and you have these six options to choose from:
Default Cursor
Light Blue Cursor
Yellow Cursor
Pink Cursor
Light Green Cursor
Black Cursor
How to change shift lock cursor in Roblox?
How can I change the Shiftlock Icon?
Hit play while in studio
Go to game > Players > [your player] > PlayerScripts > PlayerModule. ...
Hit stop and paste the ModuleScript into the workspace.
Open up PlayerModule > CameraModule > MouseLockController
Line 7 of this module should contain the link to the default shift lock icon. ...
The following guidelines may prove useful when creating your own mouse cursors:
System Cursors for PluginMouse
When using a PluginMouse retrieved from Plugin/GetMouse, you can use the following icons similar to your system’s default cursors, such as hands, arrows, I-beams, etc.
Code Samples
This example changes the Players/LocalPlayer mouse icon to look like the dragon image shown below.