With this function you can get the current cursor being used in the game window, with the return value being any one of the constants listed below (to set the current cursor being used you can use the function window_set_cursor which also takes these constants):
Constant Cursor cr_none
cr_default cr_arrow cr_cross cr_beam cr_size_nesw cr_size_ns cr_size_nwse cr_size_we cr_uparrow cr_hourglass cr_drag cr_appstart cr_handpoint cr_size_all
if window_get_cursor() != cr_drag window_set_cursor(cr_drag);
The above code will change the window cursor to the standard windows drag cursor if the left mouse button has been pressed and it has not already been changed previously.