Otherwise, there's no need to go digging around. Everything is readily available.
Find the file \_hd3_data\Common\cursors.dll in the Heroes folder.
Use any executable editor (like ResourceHacker, for example) to extract the desired .cur files.
You can easily extract all other graphics and resources using MMArchive.
In the game itself, the cursors are stored in H3sprite.lod within the animations.
Crspell.def
CRCOMBAT.def
CRADVNTR.def