CODE EXAMPLE FOR CSHARP

Cursor Lock and Visible in Unity

using UnityEngine;
using System.Collections;

public class CursorScript : MonoBehaviour
{
    // Use this for initialization
    void Start()
    {
        //Click right mouse button to hide cursor
        //Click ESC button to show curser
        Cursor.lockState = CursorLockMode.Locked;
    }
}