After you install Linux Mint KDE which uses the MDM login screen by default, you may notice at the login screen the DMZ-White cursor theme is used. Here is how to make MDM use the cursor theme you want (in my case, I'd like it to use the Oxygen White cursor theme which is default in KDE and I like it most). Since the GUI way is easier for, here is what I did the GUI way:
Find file / link
Right click on it, edit the path in the link's Properties to point to your theme:
Create a file named cursor.theme
Open it and put the following:
Save. Logout. Voila.