I see. I'm not too sure if the game starts in fullscreen based on your answer, but if not, try going to AppData\Local\BE_Witches, and open the settings.ini file.
Then, change fullscreen="0.000000" to fullscreen="1.000000", save, and launch the game again.
This will make the game start in fullscreen, and the cursor should work then.
This is an old bug that will be fixed in the next version, but for this version you'll have to play in fullscreen only... Sorry about that.