To show the cursor on the Presentation Window, press the C key or select Presentation → Show Cursor. If you go over the current slide in the Presenter Window with your cursor, the cursor will appear at the same position on the Presentation Window. To hide the cursor, do the same as showing the cursor.
Note: This works in the normal layout (where notes are not displayed in the Presenter Window) but it also works when the notes are displayed. Therefore, just like before, go with the cursor over the (smaller) current slide preview in the Presenter Window and the cursor will magically appear on the Presentation Window.
You can change the appearance of the cursor by going to Presentation → Cursor Appearance and select one of the given options