Can you please explain what exactly happens? Do you see the mouse cursor Or it doesn't appear at all?
If you are in full screen mode, exit from it and check the behavior.
Other than that Horizon mac Client requires macOS Catalina (10.15) operating system running on a 64-bit Intel-based Mac.
If the workaround mentioned in Mouse not appearing in VMware Horizon Mac Client? , doesn't work Can you try with 5.1 client?
If issue still persist, submit a ticket VMware support as there have been numerous issues with Mac horizon client for mouse and keyboard related settings.