Firstly, What is Cursor?
wikipedia said:
In computer science, a database cursor is a control structure that enables traversal over the records in a database. Cursors facilitate subsequent processing in conjunction with the traversal, such as retrieval, addition and removal of database records. The database cursor characteristic of traversal makes cursors akin to the programming language concept of iterator.

Cursors are used by database programmers to process individual rows returned by database system queries. Cursors enable manipulation of whole result sets at once. In this scenario, a cursor enables the rows in a result set to be processed sequentially.

In SQL procedures, a cursor makes it possible to define a result set (a set of data rows) and perform complex logic on a row by row basis. By using the same mechanics, a SQL procedure can also define a result set and return it directly to the caller of the SQL procedure or to a client application.

A cursor can be viewed as a pointer to one row in a set of rows. The cursor can only reference one row at a time, but can move to other rows of the result set as needed. source:https://en.wikipedia.org/wiki/Cursor_(databases)

and the second is
this is the sample code how to create cursor in SQL Server

DECLARE @customerid varchar(100)

DECLARE CUSTOMER_CURSOR CURSOR FOR
 SELECT CustomerID from Customers WHERE CustomerID is NOT NULL 
OPEN CUSTOMER_CURSOR 
 FETCH NEXT FROM CUSTOMER_CURSOR INTO @customerid 
 WHILE @@FETCH_STATUS=0
 BEGIN
  --yourcode here
  PRINT @customerid
  
  FETCH NEXT FROM CUSTOMER_CURSOR INTO @customerid
 END 
CLOSE CUSTOMER_CURSOR
DEALLOCATE CUSTOMER_CURSOR

A Simple Cursor In SQL Server 2008 R2