Whole new problem. I looked inside the CursorFX\Themes folder. It was already there. Opened the CursorFX config window. Still wasn't listed. Tried double-clicking the .cursorfx file within the folder, it tells me it's already installed.
I then deleted the one in the folder and tried copying it again. Still won't display in the CursorFX config window.
Redownloaded zip file. Copied it into folder again. Still won't display in the CursorFX config window. Deleted it from the folder.
Waiting on the creator to send me the .cursorfx file directly through email. Looked back into the CursorFX\Themes folder and seen the last .cursorfx file listed. I looked into the CursorFX config window and realized that the last .cursorfx file listed in the CursorFX\Themes folder isn't displaying either.
I have not yet, but I'm almost to the point of uninstalling/reinstalling CursorFX. I now am under the assumption there's a fault in the CursorFX program or config winow.