Okay, first…
How do you make a cursor?
second,…
When I put on a backround image and I play the game its not there
Thanks in advance! 
How do you make a cursor?
Check out this one made by Norj. You can also use the search function here on elysiun (located at upper right) to find other mouse script files.
https://blenderartists.org/forum/viewtopic.php?t=40065&highlight=mouse
The background image is just used as a modeling convenience (assuming you’re talking about that). If you want a background to work in realtime, just apply an image to a plane that’ll serve as the background. If you already did that just make the clip distance of your camera bigger or move the plane closer since the camera might be currently set not to see that far.
Hope that helps.
Jason Lin