Hello,
Go to Settings > Bluetooth and devices > Mouse. Scroll down and click on "Additional Mouse settings".
Now in the pop up, go to Pointers.
Here you can change the look of the pointer. However, Microsoft doesn't have a native theme or .cur file that has the highlight, but you can download it from third party website. And then use the "browse" option here to find the file and replace it with the downloaded .cur file.
This is a third party website that has free download you can use: http://www.rw-designer.com/gallery?search=highl...
Mind you - this website doesn't have updated certificate, so your browser may warn you about the download, but these files are safe.
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.