It is certainly possible to create animated cursors (.ani) from basic cursors (.cur) using some graphics editors or dedicated cursor making software. But for cur to ani conversion to work, you will need more than one .cur files if you really going to create animated cursors. This is due the fact that animated cursors is basically several pictures shown in a sequence to create a simple animation, much like animated GIFs. A single .cur file is not enough for new animated cursor.
Open CUR file Open ANI fileA 3D CAD translation software