Historically, Apple didn't have cursor customization built into the OS-- cursor color customization was new in Monterey (macOS 12) and cursor size customization is only a few releases older (I can't find exactly when it was added). Classic Mac OS didn't do it, either, AFAIK (although I'm sure there were third-party options).
Windows (as of 11) still has the same custom cursor capabilities it's had since Windows 95, plus some bits (it can generate cursors with custom colors on the fly now). Applying custom cursors is pretty easy, and the 95-era properties sheet is still readily accessible (besides cursor schemes, there are other options there that haven't migrated to the modern Settings app).
Windows (as of 11) still has the same custom cursor capabilities it's had since Windows 95, plus some bits (it can generate cursors with custom colors on the fly now). Applying custom cursors is pretty easy, and the 95-era properties sheet is still readily accessible (besides cursor schemes, there are other options there that haven't migrated to the modern Settings app).