I see my cursor at the screen when I test my game.

Hello. I'm new to Unity and the Forum.
I want to make a FPS game. I have all the required assets, and I'm set my environment.
But when I test the game, I see my cursor in the screen.
How I fix it?
(I'm sorry for bad English.)

 

https://docs.unity3d.com/ScriptReference/Cursor-visible.html

 

I can't find this script in Unity. How I add this script?
Edit: I added the script, but I'm receiving this error.

 

You might of already figured this out, but the name of your script is Cursor. If you just copy pasted that script, then you need to change the class name to match the file name:

Code (CSharp):

1. using UnityEngine;
2. using System.Collections;
3.  
4. public class Cursor : MonoBehaviour
5. {//-------------^
6.     // Use this for initialization
7.     void Start()
8.     {
9.         //Set Cursor to not be visible
10.         Cursor.visible = false;
11.     }
12. }