When the game starts up I don't see a mouse cursor showing, but when I move the mouse the menu items still highlight when I pass over them.

There is an obscure bug in some versions of Windows that affects a number of games including 'Supreme Ruler 2020', which results in no mouse cursor when the system is running a non-standard System Font Size. In 'Control Panel/Personalization' there is an "Adjust font size (DPI)" option - set this back to the default setting and the mouse cursor should return.

Note that Update 8 has added a work-around for this Windows bug, so installing the latest update will resolve the issue.